Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
DOI10.1007/s10959-019-00949-2zbMath1456.60098arXiv1909.05112OpenAlexW3105001915MaRDI QIDQ2181614
Xiequan Fan, Quan-sheng Liu, I. G. Grama
Publication date: 19 May 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.05112
martingalesCramér moderate deviations\(\beta\)-mixing sequences\(\psi\)-mixing sequencesquantile coupling inequality
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Large deviations (60F10)
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Cites Work
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