| Título: | Deviation inequalities for sums of weakly dependent time series |
| Autores: | Olivier, Wintenberger; CEREMADE |
| Fecha: | 2010-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Bernstein's type inequalities; weak dependence; coupling schemes; Bernoulli schifts; Markov chains; expanding maps 60E15; 60G10 |
| Descripción: | In this paper we give new deviation inequalities for the partial sums of weakly dependent data. The loss from the independent case is studied carefully. We give examples of non mixing time series such that dynamical systems and Bernoulli shifts for whom such deviation inequality holds. The proofs are based on the blocks technique and different coupling arguments. |
| Idioma: | No aplica |
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