Cramér type moderate deviations for stationary sequences of bounded random variables

Abstract

We derive Cramér type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry-Esseen bound. Applications to quantile coupling inequalities, functions of $\varphi$-mixing sequences, and contracting Markov chains are discussed.

19 pages

References in corpus (1)

• Cramér large deviation expansions for martingales under Bernstein's condition