Probabilities of large deviations for martingales

DOI10.1007/BF00970833zbMath0722.60027MaRDI QIDQ756246

Alfredas Račkauskas

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

large deviationcentral limit theoremmartingale difference array

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (7)

Large deviations for martingales via Cramér's method ⋮ Speed of convergence of the least-squares estimator in autoregressive models ⋮ Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications ⋮ A generalization of Cramér large deviations for martingales ⋮ A central limit theorem, and related results, for a two-color randomly reinforced urn ⋮ Cramér-type moderate deviations for stationary sequences of bounded random variables ⋮ Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences

Cites Work

• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
• A nonuniform bound on the rate of convergence in the martingale central limit theorem
• Exact convergence rates in some martingale central limit theorems
• Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
• Martingale Central Limit Theorems
• On the Departure from Normality of a Certain Class of Martingales
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Probabilities of large deviations for martingales