Large deviations for martingales via Cramér's method

By Ion Grama, E. Haeusler. 2000

60 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6fb1ee181c190e6f240d52d4b98947f68c6e46e9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Quansheng Liu
2. Xiequan Fan
3. Ion Grama
4. Zhan Shi
5. Markus Reiß

In Management Science and Operations Research

1. Quansheng Liu
2. Xiequan Fan
3. Ion Grama
4. Zhan Shi
5. Aaditya Ramdas
6. Jon D. McAuliffe
7. Steven R. Howard
8. Jasjeet S. Sekhon

Citations in the corpus

• Hoeffding’s inequality for supermartingales (2011, methodology): “Thus, inequality (23) improves Courbot’s and Haeusler’s inequalities.”