Limit theorem for large deviations probabilities of certain forms

DOI10.1007/BF02465581zbMath0927.60043MaRDI QIDQ1291240

Alfredas Račkauskas

Publication date: 14 June 1999

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

zbMATH Keywords

weak convergenceuniform convergenceHilbert spacequadratic formlarge deviationsmartingale

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

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