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...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-08-01
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Series: | Axioms |
Subjects: | |
Online Access: | https://www.mdpi.com/2075-1680/12/8/781 |