Pages that link to "Item:Q1356336"
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The following pages link to On moderate deviations for martingales (Q1356336):
Displayed 12 items.
- A moderate deviation for associated random variables (Q287416) (← links)
- A generalization of Cramér large deviations for martingales (Q467696) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Large deviations for martingales via Cramér's method (Q1613595) (← links)
- Stein's method in high dimensions with applications (Q1951509) (← links)
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
- Moderate deviations for martingale differences and applications to φ -mixing sequences (Q3148774) (← links)