Moderate deviations for martingales with bounded jumps

DOI10.1214/ECP.V1-973MaRDI QIDQ1920190zbMATH OpenFDO

Authors Amir Dembo

Publication date 5 January 1997

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/118994, http://www.emis.de/journals/EJP-ECP/EcpVol1/paper3.abs.html

zbMATH Keywords

martingalesmoderate deviationsbounded martingale differences

Mathematics Subject Classification ID

Large deviations (60F10) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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Cited in

(25)

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• Moderate deviations for randomly perturbed dynamical systems
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• Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)
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• Moderate deviation principles for stochastic differential equations with jumps
• Inventory accumulation with multiple products
• Lindeberg's method for moderate deviations and random summation
• Cramér-type moderate deviations for stationary sequences of bounded random variables
• Moderate deviations for M-estimators in linear models with -mixing errors
• Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable
• Large and moderate deviations for a discrete-time marked Hawkes process
• Moderate deviations of some dependent variables. I: Martingales
• An extension to moderate deviations for stochastic differential equations with Poisson jumps and applications
• MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
• Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
• Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
• Deviation inequalities for continuous martingales
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Small-time moderate deviations for the randomised Heston model
• An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
• Moderate deviations for recursive stochastic algorithms
• Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process
• Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
• Moderate deviations for stationary sequences of bounded random variables

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