Self-normalized Cramér type moderate deviations for martingales

DOI10.3150/18-BEJ1071zbMath1428.62424arXiv1712.04756OpenAlexW2973201000MaRDI QIDQ2325341

Xiequan Fan, Qui-Man Shao, I. G. Grama, Quan-sheng Liu

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.04756

zbMATH Keywords

martingalesindependent random variablesCramér's moderate deviationsself-normalized sequences

Mathematics Subject Classification ID

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

Related Items (11)

Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme ⋮ Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications ⋮ Self-normalized Cramér type moderate deviations for stationary sequences and applications ⋮ Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process ⋮ Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process ⋮ An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process ⋮ Self-normalized Cramér-type moderate deviations for explosive Vasicek model ⋮ On the Wasserstein distance for a martingale central limit theorem ⋮ Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences ⋮ Self-normalized Cramér type moderate deviations for martingales ⋮ Cramér moderate deviations for a supercritical Galton-Watson process

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