Moderate deviations for dependent variables
 
 
Description:  Large and moderate deviations are an important topic in many theoretical or applied statistical areas. We start by a brief overview of large deviations, mentioning the results for dependent variables. A special interest is put for exact convergence rates. After a first quick look at exact rates for weighted sums we turn our attention to mixing and associated variables, presenting an idea of the main steps and difficulties that should be addressed. A particular attention will be given to the case of associated variables.
Date:  2014-06-06
Start Time:   11:30
Speaker:  Paulo Eduardo Oliveira (CMUC)
Institution:  CMUC, Univ. Coimbra
Place:  Sala 5.5
Research Groups: -Probability and Statistics
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