Probabilities of large deviations for martingales
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- scientific article; zbMATH DE number 4011522 (Why is no real title available?)
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- scientific article; zbMATH DE number 3504209 (Why is no real title available?)
- A nonuniform bound on the rate of convergence in the martingale central limit theorem
- Exact convergence rates in some martingale central limit theorems
- Martingale Central Limit Theorems
- Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
- On the Departure from Normality of a Certain Class of Martingales
- On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
Cited in
(21)- Speed of convergence of the least-squares estimator in autoregressive models
- scientific article; zbMATH DE number 3868333 (Why is no real title available?)
- Large deviations for martingales via Cramér's method
- Cramér-type moderate deviations for stationary sequences of bounded random variables
- Invariance principles for martingales and sums of independent random variables
- Cramér's moderate deviations for martingales with applications
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- On the law of large numbers for martingales
- A generalization of Cramér large deviations for martingales
- Cramér large deviation expansions for martingales under Bernstein's condition
- Dependent versions of a central limit theorem for the squared length of a sample mean
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
- A central limit theorem, and related results, for a two-color randomly reinforced urn
- Large deviations for martingales with some applications
- Large deviations for martingales and derivatives
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