𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Non-Uniform Central Limit Bounds with Applications to Probabilities of Deviations

✍ Scribed by Rychlik, Z.

Book ID
118224957
Publisher
Society for Industrial and Applied Mathematics
Year
1984
Tongue
English
Weight
618 KB
Volume
28
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Deviation probability bound for martinga
Deviation probability bound for martingales with applications to statistical estimation
✍ R. Liptser; V. Spokoiny πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 132 KB

Let Mt be a vector martingale and M t denote its predictable quadratic variation. In this paper we present a bound for the probability that z \* M -1 t Mt ΒΏ z \* M -1 t z with a ΓΏxed vector z and discuss some of its applications to statistical estimation in autoregressive and linear di usion models.