Moderate deviations of some dependent variables. I: Martingales

MaRDI QIDQ1856440zbMATH OpenFDO

Authors Julien Worms

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

martingalesmoderate deviationsboundary crossing

Mathematics Subject Classification ID

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

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Cited in

(12)

• Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
• Moderate deviations for linear processes generated by martingale-like random variables
• Large and moderate deviations for the left random walk on \(GL_d(\mathbb{R})\)
• Cramér's moderate deviations for martingales with applications
• Moderate deviation principle in nonlinear bifurcating autoregressive models
• Moderate deviations for martingales with bounded jumps
• MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
• Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
• Moderate deviations of dependent random variables related to CLT
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
• Moderate deviations of functional of Markov Processes

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