Moderate deviations for martingales with bounded jumps

DOI10.1214/ECP.v1-973zbMath0854.60027MaRDI QIDQ1920190

Amir Dembo

Publication date: 5 January 1997

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/118994

zbMATH Keywords

martingalesmoderate deviationsbounded martingale differences

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Large deviations (60F10)

Related Items (23)

Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process ⋮ Moderate deviations for stationary sequences of bounded random variables ⋮ MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS ⋮ Deviation inequalities for continuous martingales ⋮ Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications ⋮ Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models ⋮ Small-time moderate deviations for the randomised Heston model ⋮ Large and moderate deviations for a discrete-time marked Hawkes process ⋮ Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators ⋮ An asymptotic expansion for probabilities of moderate deviations for multivariate martingales ⋮ Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\) ⋮ Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application ⋮ Anomalous slow diffusion from perpetual homogenization. ⋮ Lindeberg's method for moderate deviations and random summation ⋮ Moderate deviations for Poisson-Dirichlet distribution ⋮ Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors ⋮ Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable ⋮ Moderate deviations for recursive stochastic algorithms ⋮ Moderate deviation principles for stochastic differential equations with jumps ⋮ Inventory Accumulation with $k$ Products ⋮ Cramér-type moderate deviations for stationary sequences of bounded random variables ⋮ Moderate deviations for randomly perturbed dynamical systems ⋮ Moderate deviations for martingale differences and applications to φ -mixing sequences

This page was built for publication: Moderate deviations for martingales with bounded jumps