Large Deviation Principles for Moving Average Processes of Real Stationary Sequences

摘要

Let X (k) =a (i=-az) (az)a (i) xi (k-i) ,ka parts per thousand yen1, be the moving average processes, where (xi (i) ) (iaa"currency sign) is a sequence of real stationary random variables. Under the assumptions that the large deviation principle (LDP) for real stationary sequence holds, LDP for the moving average processes of real stationary sequence is established.