Cramér’s moderate deviations for martingales with applications-Reference-Cited by-同舟云学术

Cramér’s moderate deviations for martingales with applications

Published:2024-08-01 Issue:3 Volume:60 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Fan Xiequan¹,Shao Qi-Man²

Affiliation:

1. School of Mathematics and Statistics, Northeastern University at Qinhuangdao, Qinhuangdao, 066004, Hebei, China

2. Department of Statistics and Data Science, SICM, National Center for Applied Mathematics Shenzhen, Southern University of Science and Technology, Shenzhen, 518000, Guangdong, China

Publisher

Institute of Mathematical Statistics

Reference41 articles.

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2. X. Fan. Exact rates of convergence in some martingale central limit theorems. J. Math. Anal. Appl. 469 (2019) 1028–1044.

3. W. Hoeffding. Probability inequalities for sums of bounded random variables. J. Amer. Statist. Assoc. 58 (1963) 13–30.

4. E. Baur and J. Bertoin. Elephant random walks and their connection to Pólya-type urns. Phys. Rev. E 94 (2016), 052134.

5. B. Bercu, F. Gamboa and A. Rouault. Large deviations for quadratic forms of stationary Gaussian processes. Stochastic Process. Appl. 71 (1997) 75–90.

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