A general lemma on probabilities of large deviations
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3646192 (Why is no real title available?)
- scientific article; zbMATH DE number 3504209 (Why is no real title available?)
- scientific article; zbMATH DE number 3449547 (Why is no real title available?)
- scientific article; zbMATH DE number 3248575 (Why is no real title available?)
- On large deviations
- On Large Deviations for a Distribution Density Function
- On Probabilities of Large Deviations for Sums of Independent Random Variables
- Some Limit Theorems for Large Deviations
Cited in
(32)- Large deviations for random vectors for certain classes of sets. II
- Probabilities of large deviations for random fields
- Estimates of semiinvariants and centered moments of stochastic processes with mixing. I
- General lemmas on large deviations for a random vector with regular behavior of cumulants. I
- Large deviations for estimates of spectrum of stationary series
- Large deviations for sums of independent weighted random variables
- Large-deviation theorems for sums of dependent random variables. I
- Some properties of multiple Ito integrals
- Large deviations for additive functionals of d-dependent random fields. I
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
- On the necessity of Statulevičius' condition in limit theorems for large-deviation probabilities
- Locally adaptive fitting of semiparametric models to nonstationary time series.
- Limit theorems for some polynomial statistics of the Poisson process
- Large deviations for additive functionals of \(d\)-dependent random fields. II
- The modified moment method for multiply censored samples
- The central limit theorem in the space \(D[0,1]\). II
- A simple proof of the Bieberbach conjecture
- Data-driven wavelet-Fisz methodology for nonparametric function estimation
- The method of cumulants for the normal approximation
- Moderate deviations for stabilizing functionals in geometric probability
- The discounted limit theorems
- The Discounted Berry-Esséen Analogue for Autoregressive Processes
- The discounted large deviation principle for autoregressive processes
- Functional mixed effects wavelet estimation for spectra of replicated time series
- Moderate deviations via cumulants
- SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
- CLT-related large deviation bounds based on Stein's method
- Large deviations of sums of independent random variables
- Theorems on large deviations for randomly indexed sum of weighted random variables
- Estimates of cumulants and centered moments of mixing stochastic processes
- Nonuniform estimates in the central limit theorem for dependent variables
- General lemmas on large deviations for a random vector with regular behavior of semiinvariants. III
This page was built for publication: A general lemma on probabilities of large deviations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1134446)