The following pages link to Large deviations for martingales. (Q1766013):
Displaying 50 items.
- Smooth approximation of stochastic differential equations (Q272965) (← links)
- A note on martingale deviation bounds (Q273818) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Hoeffding's inequality for supermartingales (Q449236) (← links)
- Deviation inequalities for separately Lipschitz functionals of iterated random functions (Q468728) (← links)
- Convergence rates in the law of large numbers for arrays of martingale differences (Q483023) (← links)
- Marcinkiewicz-Zygmund inequality for nonnegative \(N\)-demimartingales and related results (Q534425) (← links)
- Convergence rates in the SLLN for some classes of dependent random fields (Q536260) (← links)
- From rates of mixing to recurrence times via large deviations (Q639549) (← links)
- Baum-Katz type theorems for martingale arrays (Q664935) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Weak invariance principle in some Besov spaces for stationary martingale differences (Q683362) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment (Q734628) (← links)
- Exponential inequality for negatively associated random variables (Q840976) (← links)
- Hölderian weak invariance principle under a Hannan type condition (Q898409) (← links)
- The Baum-Katz theorem for bounded subsequences (Q927368) (← links)
- Directed polymers on hierarchical lattices with site disorder (Q963033) (← links)
- Moment inequalities for sums of dependent random variables under projective conditions (Q1014052) (← links)
- Large deviation inequalities for supermartingales and applications to directed polymers in a random environment (Q1032856) (← links)
- A martingale inequality and large deviations. (Q1423246) (← links)
- Law of large numbers for random walk with unbounded jumps and birth and death process with bounded jumps in random environment (Q1661577) (← links)
- The pricing and numerical analysis of lookback options for mixed fractional Brownian motion (Q2122319) (← links)
- Deviation inequalities for stochastic approximation by averaging (Q2169079) (← links)
- Spread of an infection on the zero range process (Q2227470) (← links)
- On complete convergence for weighted sums of martingale-difference random fields (Q2250404) (← links)
- Convergence rates in the law of large numbers for arrays of Banach valued martingale differences (Q2319005) (← links)
- Deviation inequalities for martingales with applications (Q2374243) (← links)
- Baum-Katz-Nagaev type results for martingales (Q2381955) (← links)
- Cutoff phenomenon for the asymmetric simple exclusion process and the biased card shuffling (Q2421822) (← links)
- An exponential inequality for associated variables (Q2483886) (← links)
- Series of moderate deviation probabilities for martingales (Q2484190) (← links)
- Non-perturbative Anderson localization in heavy-tailed potentials via large deviations moment analysis (Q2825568) (← links)
- A deviation bound for α-dependent sequences with applications to intermittent maps (Q2951893) (← links)
- An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game (Q3017911) (← links)
- Large deviations for nonuniformly hyperbolic systems (Q3542021) (← links)
- Martingale-coboundary representation for stationary random fields (Q4598556) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- An Exponential Inequality for $U$-Statistics of I.I.D. Data (Q5163524) (← links)
- On the rate of convergence in the strong law of large numbers for martingales (Q5265781) (← links)
- Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure (Q5299495) (← links)
- UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
- MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES (Q5483388) (← links)
- ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES (Q5704743) (← links)
- Deviation inequalities for Banach space valued martingales differences sequences and random fields (Q5881054) (← links)
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
- An exponential inequality for orthomartingale difference random fields and some applications (Q6047213) (← links)
- Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
- On the rate of convergence of ergodic averages for functions of Gordin space (Q6586988) (← links)
