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math.PR2019
Higher order asymptotics for large deviations -- Part II
Kasun Fernando, Pratima Hebbar
We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that ad…
math.PR2018
Higher order asymptotics for large deviations -- Part I
Kasun Fernando, Pratima Hebbar
For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong lar…
math.PR2018
Edgeworth expansions for weakly dependent random variables
Kasun Fernando, Carlangelo Liverani
We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations ar…