Deviation inequalities for sums of weakly dependent time series
Wintenberger, Olivier (2010), Deviation inequalities for sums of weakly dependent time series, Electronic Communications in Probability, 15, Paper 44, p. 489-503
TypeArticle accepté pour publication ou publié
External document linkhttp://arxiv.org/abs/0911.1682v1
Journal nameElectronic Communications in Probability
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Abstract (EN)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.
Subjects / KeywordsBernstein’s type inequalities; weak dependence; coupling schemes; Bernoulli schifts; Markov chains; expanding maps
Showing items related by title and author.
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier (2011) Article accepté pour publication ou publié