Pages that link to "Item:Q1356336"

The following pages link to On moderate deviations for martingales (Q1356336):

Displaying 20 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)
• Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
• An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
• Large deviations for martingales via Cramér's method (Q1613595) (← links)
• Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
• Stein's method in high dimensions with applications (Q1951509) (← links)
• Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
• Cramér-type moderate deviations for stationary sequences of bounded random variables (Q2324117) (← 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)
• 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)
• Cramér type moderate deviations for random fields (Q4968520) (← links)
• LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
• Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)