Pages that link to "Item:Q756246"
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The following pages link to Probabilities of large deviations for martingales (Q756246):
Displaying 20 items.
- A generalization of Cramér large deviations for martingales (Q467696) (← links)
- On the law of large numbers for martingales (Q492191) (← links)
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
- Invariance principles for martingales and sums of independent random variables (Q1081196) (← links)
- Speed of convergence of the least-squares estimator in autoregressive models (Q1330172) (← 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)
- Large deviations for martingales. (Q1766013) (← links)
- Large deviations for martingales with some applications (Q1897265) (← links)
- Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications (Q2181614) (← 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)
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958) (← links)
- A central limit theorem, and related results, for a two-color randomly reinforced urn (Q3644306) (← links)
- Large deviations for martingales (Q4355975) (← links)
- Cramér's moderate deviations for martingales with applications (Q6616043) (← links)
- Self-normalized Cramér type moderate deviations for martingales and applications (Q6632599) (← links)
