Cramer Moderate Deviation Expansion for Martingales with One-Sided Sakhanenko's Condition and Its Applications

Fan, XQ; Grama, I; Liu, QS

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

JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (2): 749

Abstract

We give a Cramer moderate deviation expansion for martingales with differences having finite conditional moments of order 2+rho,rho is an element of (......

Full Text Link