An asymptotic expansion for probabilities of moderate deviations for multivariate martingales

DOI10.1007/s10959-006-0001-xzbMath1194.60029OpenAlexW2007200519MaRDI QIDQ2433958

I. G. Grama, Erich Haeusler

Publication date: 31 October 2006

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-006-0001-x

zbMATH Keywords

rate of convergencemoderate deviationsMartingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Large deviations (60F10)

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