An asymptotic expansion for probabilities of moderate deviations for multivariate martingales

Journal of Theoretical Probability

Volumn 19, Issue 1, 2006, Pages 1-44

  Grama, I G ^a   Haeusler, E ^b  

^a UNIVERSITÉ DE BRETAGNE SUD   (France)

^b JUSTUS LIEBIG UNIVERSITY   (Germany)

Author keywords

Martingales; Moderate deviations; Rate of convergence

Indexed keywords

EID: 33747830149     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-006-0001-x     Document Type: Article

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