摘要
在某种弱于标准大偏差条件下,甚至不需要二阶矩假设,给出了R/S统计量的中偏差原理.
In this paper, the moderate deviation principle of R/S statistics is obtained under some weaker conditions than standard large deviation conditions, which only need the assumption for the second order moment.
出处
《数学年刊(A辑)》
CSCD
北大核心
2008年第2期221-230,共10页
Chinese Annals of Mathematics
基金
数学天元基金(No.10626041)资助的项目.
关键词
R/S统计量
中偏差原理
自正则
R/S statistic, Moderate deviation principle, Self-normalized