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 noncentral moderate deviations for compound fractional Poisson processes with light-tailed jumps.
Beghin, L., Macci, C. (2022). Non-central moderate deviations for compound fractional Poisson processes. STATISTICS & PROBABILITY LETTERS, 185 [10.1016/j.spl.2022.109424].
Non-central moderate deviations for compound fractional Poisson processes
Macci, C
2022-01-01
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 noncentral moderate deviations for compound fractional Poisson processes with light-tailed jumps.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
