Resumen de A Moderate Deviation Principle for m -Dependent Random Variables with Unbounded m
In this paper, a theorem on the moderate deviation principle for random arrays under m-dependence with unbounded m is established. This partially extends the results of Chen (Stat. Probab. Lett. 35:123�134, 1997). As an application, the moderate deviation principle for the truncation estimator of the variance in the analysis of time series is obtained.
