Self-normalized Cramer type moderate deviations for martingales

Fan, XQ; Grama, I; Liu, QS; Shao, QM

Fan, XQ (reprint author), Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

BERNOULLI, 2019; 25 (4A): 2793

Abstract

Let (X-i, T-i)(i) (>= 1) be a sequence of martingale differences. Set S-n = Sigma(n)(i=1) X-i and [S](n) = Sigma(n)(i=1) X-i(2). We prove a Cramer ......

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