Pages that link to "Item:Q1356336"
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The following pages link to On moderate deviations for martingales (Q1356336):
Displaying 28 items.
- A moderate deviation for associated random variables (Q287416) (← links)
- A generalization of Cramér large deviations for martingales (Q467696) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Probabilities of large deviations for martingales (Q756246) (← links)
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Large deviations for martingales via Cramér's method (Q1613595) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- Moderate deviations of some dependent variables. I: Martingales (Q1856440) (← links)
- Large deviations for martingales with some applications (Q1897265) (← links)
- Moderate deviations for martingales with bounded jumps (Q1920190) (← links)
- Stein's method in high dimensions with applications (Q1951509) (← 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)
- Cramér-type moderate deviations for stationary sequences of bounded random variables (Q2324117) (← links)
- Moderate deviations for neutral stochastic differential delay equations with jumps (Q2405926) (← links)
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
- Series of moderate deviation probabilities for martingales (Q2484190) (← links)
- Moderate deviations for martingale differences and applications to φ -mixing sequences (Q3148774) (← links)
- Cramér type moderate deviations for random fields (Q4968520) (← links)
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
- Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)
- Cramér's moderate deviations for martingales with applications (Q6616043) (← links)
- Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime (Q6643679) (← links)
