Cramér's moderate deviations for martingales with applications

DOI10.1214/23-aihp1372MaRDI QIDQ6616043

Qui-Man Shao, Xiequan Fan

Publication date: 8 October 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

zbMATH Keywords

martingalesBerry-Esseen boundsCramér's moderate deviationselephant random walks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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