Large deviations for martingales with some applications
From MaRDI portal
(Redirected from Publication:1897265)
Recommendations
Cites work
- scientific article; zbMATH DE number 3944945 (Why is no real title available?)
- scientific article; zbMATH DE number 4011522 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 558238 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A nonuniform bound on the rate of convergence in the martingale central limit theorem
- Best constants in martingale version of Rosenthal's inequality
- Certain non-uniform rates of convergence to normality for a restricted class of martingales
- Exact convergence rates in some martingale central limit theorems
- On probabilities of large deviations in Banach spaces
- On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
Cited in
(19)- Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)
- Large deviations for martingales via Cramér's method
- Cramér-type moderate deviations for stationary sequences of bounded random variables
- Davis-type theorems for martingale difference sequences
- Non-uniform Berry-Esseen bounds for martingales with applications to statistical estimation
- On the Complete Convergence of Martingale
- Cramér's moderate deviations for martingales with applications
- A martingale inequality and large deviations.
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
- scientific article; zbMATH DE number 4149253 (Why is no real title available?)
- Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
- Self-normalized Cramér type moderate deviations for martingales and applications
- Probabilities of large deviations for martingales
- Self-normalized Cramér type moderate deviations for stationary sequences and applications
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- 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
- Large deviations for martingales and derivatives
This page was built for publication: Large deviations for martingales with some applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1897265)
