×

zbMATH — the first resource for mathematics

Deviation inequalities for sums of weakly dependent time series. (English) Zbl 1225.60034
Summary: We give new deviation inequalities for the partial sums of weakly dependent data. The loss compared to the independent case is studied carefully. We give examples of non-mixing time series such as dynamical systems and Bernoulli shifts that satisfy these deviation inequalities.

MSC:
60E15 Inequalities; stochastic orderings
60G10 Stationary stochastic processes
PDF BibTeX XML Cite
Full Text: DOI EMIS