Pages that link to "Item:Q1915835"
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The following pages link to Moderate deviations for martingales and mixing random processes (Q1915835):
Displaying 27 items.
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Moderate deviations for stationary sequences of bounded random variables (Q838323) (← links)
- Moderate deviations for Poisson-Dirichlet distribution (Q957519) (← links)
- Functional law of iterated logarithm for additive functionals of reversible Markov processes (Q1568246) (← links)
- Moderate deviations for a stochastic wave equation in dimension three (Q1630564) (← links)
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
- Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors (Q1757996) (← links)
- Moderate deviations and hypothesis testing for signal detection problem (Q1934407) (← links)
- Moderate deviations of density-dependent Markov chains (Q1979896) (← links)
- Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications (Q2181614) (← links)
- Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
- Moderate deviations for nonhomogeneous Markov chains (Q2288787) (← links)
- Cramér-type moderate deviations for stationary sequences of bounded random variables (Q2324117) (← links)
- Moderate deviations for a stochastic Burgers equation (Q2326538) (← links)
- Moderate deviations for neutral stochastic differential delay equations with jumps (Q2405926) (← links)
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958) (← links)
- Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\) (Q2438492) (← links)
- On non-ergodic asset prices (Q2464015) (← links)
- Moderate deviations for the SSEP with a slow bond (Q2657210) (← links)
- Moderate deviations for fourth-order stochastic heat equations with fractional noises (Q2834902) (← links)
- Moderate deviations for martingale differences and applications to φ -mixing sequences (Q3148774) (← links)
- Moderate deviations of functional of Markov Processes (Q3451719) (← links)
- Moderate deviations for recursive stochastic algorithms (Q3466705) (← links)
- Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction (Q5880138) (← links)
- Limit theorems for quantum trajectories (Q6072909) (← links)
- The asymptotic behaviors for autoregression quantile estimates (Q6579725) (← links)
- Cramér's moderate deviations for martingales with applications (Q6616043) (← links)
