Bernstein inequality and moderate deviations under strong mixing conditions

By F. Merlevède, Magda Peligrad, E. Rio. 2012

173 citations recorded by the source corpus.

In this paper we obtain a Bernstein type inequality for a class of weakly dependent random variables. The proofs lead to a moderate deviation principle for sums of bounded random variables with exponential decay of the strong mixing coefficients that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/dc1fc97b7aae3b4ce5ab39ec522a2863507c5d9b

How researchers see this paper

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In Management Science and Operations Research

1. F. Merlevède
2. Magda Peligrad
3. Wei Biao Wu
4. Sergey Utev
5. E. Rio
6. Michael H. Neumann

In Statistics and Probability

1. Magda Peligrad
2. F. Merlevède

Citations in the corpus

• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (2011, background): “One of the applications presented in this section is a Bernstein inequality for the maximum of partial sums for strongly mixing sequences, that extends the inequality in Merlevède et al. (2009).”