Showing papers by "Miguel A. Arcones published in 2004"
TL;DR: In this article, the authors studied the large deviation principle for stochastic processes of the form, where is a sequence of i.i.d.s with mean zero and.
Abstract: We study the large deviation principle for stochastic processes of the form , where is a sequence of i.i.d.r.v.'s with mean zero and . We present necessary and sufficient conditions for the large deviation principle for these stochastic processes in several situations. Our approach is based in showing the large deviation principle of the finite dimensional distributions and an exponential asymptotic equicontinuity condition. In order to get the exponential asymptotic equicontinuity condition, we derive new concentration inequalities, which are of independent interest.
4 citations
01 Jan 2004
TL;DR: In this paper, the authors build confidence regions for the unknown parameter of a fixed volume based on the likelihood ratio test and study the asymptotics of the coverage probability of these regions in two dierent situations.
Abstract: Assuming that the data comes from a parametric family of d.f.’s, we build confidence regions for the unknown parameter of a fixed volume based on the likelihood ratio test. We study the asymptotics of the coverage probability of these regions in two dierent situations.
1 citations