Pages that link to "Item:Q1897265"
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The following pages link to Large deviations for martingales with some applications (Q1897265):
Displaying 18 items.
- A generalization of Cramér large deviations for martingales (Q467696) (← links)
- Probabilities of large deviations for martingales (Q756246) (← links)
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
- Dependent versions of a central limit theorem for the squared length of a sample mean (Q1347177) (← links)
- On moderate deviations for martingales (Q1356336) (← links)
- A martingale inequality and large deviations. (Q1423246) (← links)
- Large deviations for martingales via Cramér's method (Q1613595) (← links)
- Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications (Q2181614) (← links)
- Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
- Large deviations for martingales and derivatives (Q2268067) (← links)
- Cramér-type moderate deviations for stationary sequences of bounded random variables (Q2324117) (← links)
- Cramér large deviation expansions for martingales under Bernstein's condition (Q2350345) (← links)
- Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\) (Q2438492) (← links)
- Moderate deviations for martingale differences and applications to φ -mixing sequences (Q3148774) (← links)
- Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)
- On the Complete Convergence of Martingale (Q6155581) (← links)
- Cramér's moderate deviations for martingales with applications (Q6616043) (← links)
- Self-normalized Cramér type moderate deviations for martingales and applications (Q6632599) (← links)
