Probabilities of large deviations for martingales
From MaRDI portal
DOI10.1007/BF00970833zbMATH Open0722.60027MaRDI QIDQ756246FDOQ756246
Authors: Alfredas Račkauskas 
Publication date: 1990
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Recommendations
Large deviations (60F10) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
- On the Departure from Normality of a Certain Class of Martingales
- Martingale Central Limit Theorems
- Exact convergence rates in some martingale central limit theorems
- A nonuniform bound on the rate of convergence in the martingale central limit theorem
- Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
- Title not available (Why is that?)
Cited In (21)
- Title not available (Why is that?)
- Speed of convergence of the least-squares estimator in autoregressive models
- Large deviations for martingales via Cramér's method
- Cramér-type moderate deviations for stationary sequences of bounded random variables
- Invariance principles for martingales and sums of independent random variables
- Cramér's moderate deviations for martingales with applications
- Title not available (Why is that?)
- Title not available (Why is that?)
- A martingale inequality and large deviations.
- Large deviations for martingales.
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
- 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
- On the law of large numbers for martingales
- Cramér large deviation expansions for martingales under Bernstein's condition
- A generalization of Cramér large deviations for martingales
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
- Dependent versions of a central limit theorem for the squared length of a sample mean
- A central limit theorem, and related results, for a two-color randomly reinforced urn
- Large deviations for martingales with some applications
- Large deviations for martingales and derivatives
This page was built for publication: Probabilities of large deviations for martingales
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q756246)
