Geodesic
Large deviation principle for partial sum processes of moving averages
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 209-239 Cet article a éte moissonné depuis la source Math-Net.Ru

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The logarithmic asymptotic is studied for large deviation probabilities of partial sum processes based on stationary observations having a structure of the so-called moving averages of a sequence of independent identically distributed random variables. The problem is studied in the case of attraction of these processes to a fractional Brownian motion with an arbitrary Hurst parameter.
Keywords: partial sum process of moving averages, fractional Brownian motion, large deviation principle
Mots-clés : Cameron–Martin space. 
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N. S. Arkashov; I. S. Borisov; A. A. Mogul'skii. Large deviation principle for partial sum processes of moving averages. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 209-239. http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a0/

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