Pages that link to "Item:Q2433958"
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The following pages link to An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958):
Displayed 13 items.
- A moderate deviation for associated random variables (Q287416) (← links)
- A generalization of Cramér large deviations for martingales (Q467696) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
- Cramér-type moderate deviations for stationary sequences of bounded random variables (Q2324117) (← links)
- On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
- Nonparametric inference of discretely sampled stable Lévy processes (Q2630086) (← links)
- Cramér type moderate deviations for random fields (Q4968520) (← links)
- Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)