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Deviation inequalities for sums of weakly dependent time series


 
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1. Title Title of document Deviation inequalities for sums of weakly dependent time series
 
2. Creator Author's name, affiliation, country Wintenberger Olivier; CEREMADE
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Bernstein's type inequalities; weak dependence; coupling schemes; Bernoulli schifts; Markov chains; expanding maps
 
3. Subject Subject classification 60E15; 60G10
 
4. Description Abstract 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2010-10-19
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1577
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1577
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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