Moderate deviations of some dependent variables. I: Martingales

zbMath1007.60010MaRDI QIDQ1856440

Julien Worms

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

martingalesboundary crossingmoderate deviations

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Large deviations (60F10)

Related Items (7)

Moderate deviations of functional of Markov Processes ⋮ Moderate deviation principle in nonlinear bifurcating autoregressive models ⋮ MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS ⋮ Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models ⋮ An asymptotic expansion for probabilities of moderate deviations for multivariate martingales ⋮ Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application ⋮ Large and moderate deviations for the left random walk on GL d (R)

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