论文标题
在移动平均过程中大偏差的聚类：短记忆制度
Clustering of large deviations in moving average processes: the short memory regime
论文作者
论文摘要
我们描述当发生这样的大偏差事件发生时会出现的大偏差事件集群。我们在无限移动平均过程的框架中工作，其噪声具有有限的指数力矩。
We describe the cluster of large deviations events that arise when one such large deviations event occurs. We work in the framework of an infinite moving average process with a noise that has finite exponential moments.
