Large Deviations for Some Dependent Sequences

Martingale Limit Theory and its Application.

R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text

Engineering, Economics, Mathematics +12

A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables

Qi-Man Shao · Journal of Theoretical Probability · 2000 · 328 citations

Natural Sciences, Mathematics, Probability Theory +7

Fixed-design regression for linear time series

Lanh Tat Tran, George G. Roussas, Sidney Yakowitz et al. · The Annals of Statistics · 1996 · 137 citations · Full text

Engineering, Mathematics, Econometrics +7

Large deviations for martingales

Emmanuel Lesigne, Dalibor Volný · Stochastic Processes and their Applications · 2001 · 94 citations

Engineering, Mathematics, Financial Economics +11

General moment and probability inequalities for the maximum partial sum

Mike Longnecker, R. J. Serfling · Acta Mathematica Academiae Scientiarum Hungaricae · 1977 · 36 citations

Natural Sciences, Mathematics, Probability Theory +6