Limit theorem for large deviations probabilities of certain forms

DOI10.1007/BF02465581zbMATH Open0927.60043MaRDI QIDQ1291240FDOQ1291240

Authors: Alfredas Račkauskas 

Publication date: 14 June 1999

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

uniform convergencemartingalelarge deviationsweak convergenceHilbert spacequadratic form

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites Work

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• Asymptotic inference for nearly nonstationary AR(1) processes
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• Maximum likelihood type estimation for nearly nonstationary autoregressive time series
• Best constants in martingale version of Rosenthal's inequality
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• Exact convergence rates in some martingale central limit theorems
• On probabilities of large deviations in Banach spaces
• On Large Deviation Asymptotics in Hilbert Space I
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• The probabilities of large deviations for semimartingales

Cited In (5)

• Cramér's moderate deviations for martingales with applications
• Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
• Self-normalized Cramér type moderate deviations for stationary sequences and applications
• Title not available (Why is that?)
• The large deviation principle for certain series

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