Moderate deviations for martingales with bounded jumps.

Dembo, Amir

Electronic Communications in Probability [electronic only] (1996)

  • Volume: 1, page 11-17
  • ISSN: 1083-589X

How to cite

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Dembo, Amir. "Moderate deviations for martingales with bounded jumps.." Electronic Communications in Probability [electronic only] 1 (1996): 11-17. <http://eudml.org/doc/118994>.

@article{Dembo1996,
author = {Dembo, Amir},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {moderate deviations; martingales; bounded martingale differences},
language = {eng},
pages = {11-17},
publisher = {University of Washington},
title = {Moderate deviations for martingales with bounded jumps.},
url = {http://eudml.org/doc/118994},
volume = {1},
year = {1996},
}

TY - JOUR
AU - Dembo, Amir
TI - Moderate deviations for martingales with bounded jumps.
JO - Electronic Communications in Probability [electronic only]
PY - 1996
PB - University of Washington
VL - 1
SP - 11
EP - 17
LA - eng
KW - moderate deviations; martingales; bounded martingale differences
UR - http://eudml.org/doc/118994
ER -

Citations in EuDML Documents

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  1. Jérôme Dedecker, Florence Merlevède, Magda Peligrad, Sergey Utev, Moderate deviations for stationary sequences of bounded random variables
  2. Liming Wu, Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
  3. S. Valère Bitseki Penda, Hacène Djellout, Frédéric Proïa, Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
  4. S. Valère Bitseki Penda, Hacène Djellout, Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models

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