Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation

Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation

We are interested in the linear processes generated by dependent sequences under sub-linear expectation. Using the Beveridge–Nelson decomposition of linear processes and the inequalities, the moderate deviation principle for linear processes produced by an m-dependent sequence is established. We als...

Full description

Bibliographic Details
Main Authors: Peiyu Sun, Dehui Wang, Xue Ding, Xili Tan, Yong Zhang
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Axioms
Subjects:
moderate deviation principle
linear process
m-dependent
negatively dependent
sub-linear expectation
Online Access:https://www.mdpi.com/2075-1680/12/8/781

Internet

https://www.mdpi.com/2075-1680/12/8/781

Similar Items