The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. We talk about non-central moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps.
Non-central moderate deviations for compound fractional Poisson processes / Beghin, L.; Macci, C.. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 185:(2022), pp. 1-8. [10.1016/j.spl.2022.109424]
Non-central moderate deviations for compound fractional Poisson processes
Beghin L.;
2022
Abstract
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. We talk about non-central moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps.| File | Dimensione | Formato | |
|---|---|---|---|
|
Beghin_Non-central-moderate_2022.pdf
solo gestori archivio
Tipologia:
Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
384.78 kB
Formato
Unknown
|
384.78 kB | Unknown | Contatta l'autore |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
