Noncentral moderate deviations for fractional Skellam processes

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. The notion of...

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Bibliographic Details
Main Authors: Jeonghwa Lee, Claudio Macci
Format: Article
Language:English
Published: VTeX 2023-12-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/doi/10.15559/23-VMSTA235