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Volumn 25, Issue 1, 1997, Pages 152-183

On moderate deviations for martingales

Author keywords

Central limit theorem; Martingale; Moderate deviation; Rate of convergence

Indexed keywords


EID: 0031513809     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1024404283     Document Type: Article
Times cited : (37)

References (24)
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    • Bentkus, V.1    Rackauskas, A.2
  • 5
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    • Exact convergence rates in some martingale central limit theorems
    • BOLTHAUSEN, E. (1982). Exact convergence rates in some martingale central limit theorems. Ann. Probab. 10 672-688.
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    • Bolthausen, E.1
  • 6
    • 38249042674 scopus 로고
    • Certain non-uniform rates of convergence to normality for martingale differences
    • BOSE, A. (1986a). Certain non-uniform rates of convergence to normality for martingale differences. J. Statist. Plann. Inference 14 155-167.
    • (1986) J. Statist. Plann. Inference , vol.14 , pp. 155-167
    • Bose, A.1
  • 7
    • 0040771728 scopus 로고
    • Certain non-uniform rates of convergence to normality for a restricted class of martingales
    • BOSE, A. (1986b). Certain non-uniform rates of convergence to normality for a restricted class of martingales. Stochastics 16 279-294.
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    • Bose, A.1
  • 8
    • 0000550947 scopus 로고
    • On the departure from normality of a certain class of martingales
    • BROWN, B. M. and HEYDE, C. C. (1970). On the departure from normality of a certain class of martingales. Ann. Math. Statist. 41 2161-2165.
    • (1970) Ann. Math. Statist. , vol.41 , pp. 2161-2165
    • Brown, B.M.1    Heyde, C.C.2
  • 10
    • 85010274671 scopus 로고
    • An improvement of the rate of convergence in the CLT for semimartingales
    • In Russian
    • GRAMA, I. G. (1988a). An improvement of the rate of convergence in the CLT for semimartingales. Mat. Issled. 97 34-40. (In Russian.)
    • (1988) Mat. Issled. , vol.97 , pp. 34-40
    • Grama, I.G.1
  • 12
    • 0040177516 scopus 로고
    • On the rate of convergence in the central limit theorem for semimartingales in nonclassical setting
    • In Russian
    • GRAMA, I. G. (1990). On the rate of convergence in the central limit theorem for semimartingales in nonclassical setting. Mat. Issled. 116 14-16. (In Russian.)
    • (1990) Mat. Issled. , vol.116 , pp. 14-16
    • Grama, I.G.1
  • 13
    • 0040177511 scopus 로고
    • On the rate of convergence in the central limit theorem for d-dimensional semimartingales
    • GRAMA, I. G. (1993). On the rate of convergence in the central limit theorem for d-dimensional semimartingales. Stochastics Stochastics Reports 44 131-152.
    • (1993) Stochastics Stochastics Reports , vol.44 , pp. 131-152
    • Grama, I.G.1
  • 14
    • 0040177517 scopus 로고
    • The probabilities of large deviations for semimartingales
    • GRAMA, I. G. (1995). The probabilities of large deviations for semimartingales. Stochastics Stochastics Reports 54 1-19.
    • (1995) Stochastics Stochastics Reports , vol.54 , pp. 1-19
    • Grama, I.G.1
  • 15
    • 0001131932 scopus 로고
    • On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
    • HAEUSLER, E. (1988). On the rate of convergence in the central limit theorem for martingales with discrete and continuous time. Ann. Probab. 16 275-299.
    • (1988) Ann. Probab. , vol.16 , pp. 275-299
    • Haeusler, E.1
  • 16
    • 0002340186 scopus 로고
    • A nonuniform bound on the rate of convergence in the central limit theorem for martingales
    • HAEUSLER, E. and JOOS, K. (1988). A nonuniform bound on the rate of convergence in the central limit theorem for martingales. Ann. Probab. 16 1690-1720.
    • (1988) Ann. Probab. , vol.16 , pp. 1690-1720
    • Haeusler, E.1    Joos, K.2
  • 19
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    • On the rate of convergence in the central limit theorem for semimartingales
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    • LIPTSER, R. SH. and SHIRYAEV, A. N. (1982). On the rate of convergence in the central limit theorem for semimartingales. Teor. Veroyatnost. i Primen. 27 3-14. (In Russian.)
    • (1982) Teor. Veroyatnost. i Primen. , vol.27 , pp. 3-14
    • Liptser, R.Sh.1    Shiryaev, A.N.2
  • 22
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    • On probabilities of large deviation for martingales
    • RACKAUSKAS, A. (1990). On probabilities of large deviation for martingales. Litovsk. Mat. Sb. 30 784-795.
    • (1990) Litovsk. Mat. Sb. , vol.30 , pp. 784-795
    • Rackauskas, A.1
  • 23
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    • Probabilities of moderate deviations
    • RUBIN, H. and SETHURAMAN, J. (1965). Probabilities of moderate deviations. Sankhyā Ser. A 37 325-346.
    • (1965) Sankhyā Ser. A , vol.37 , pp. 325-346
    • Rubin, H.1    Sethuraman, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.