1

Hoeffding’s inequality for supermartingales

Xiequan Fan, Ion Grama, Quansheng Liu
Journal:
Stochastic Processes and their Applications
Year:
2012
Language:
english
File:
PDF, 214 KB
english, 2012
2

Exact rates of convergence in some martingale central limit theorems

Fan, Xiequan
Journal:
Journal of Mathematical Analysis and Applications
Year:
2019
Language:
english
File:
PDF, 357 KB
english, 2019
3

Cramér-type moderate deviations for stationary sequences of bounded random variables

Fan, Xiequan
Journal:
Comptes Rendus Mathematique
Year:
2019
Language:
english
File:
PDF, 403 KB
english, 2019
7

A generalization of Cramér large deviations for martingales

Fan, Xiequan, Grama, Ion, Liu, Quansheng
Journal:
Comptes Rendus Mathematique
Year:
2014
Language:
english
File:
PDF, 240 KB
english, 2014
9

Sharp large deviation results for sums of independent random variables

Fan, XieQuan, Grama, Ion, Liu, QuanSheng
Journal:
Science China Mathematics
Year:
2015
Language:
english
File:
PDF, 367 KB
english, 2015
11

Large deviation exponential inequalities for supermartingales

Fan, Xiequan, Grama, Ion, Liu, Quansheng
Journal:
Electronic Communications in Probability
Year:
2012
Language:
english
File:
PDF, 231 KB
english, 2012
12

Exponential inequalities for martingales with applications

Fan, Xiequan, Grama, Ion, Liu, Quansheng
Journal:
Electronic Journal of Probability
Year:
2015
Language:
english
File:
PDF, 279 KB
english, 2015
13

-statistic

Fan, Xiequan
Journal:
Statistics & Probability Letters
Year:
2017
Language:
english
File:
PDF, 397 KB
english, 2017
14

Martingale inequalities of type Dzhaparidze and van Zanten

Fan, Xiequan, Grama, Ion, Liu, Quansheng
Journal:
Statistics
Year:
2017
Language:
english
File:
PDF, 1.26 MB
english, 2017
15

Sharp large deviations for sums of bounded from above random variables

Fan, XieQuan
Journal:
Science China Mathematics
Year:
2017
Language:
english
File:
PDF, 469 KB
english, 2017
16

Berry–Esseen Bounds for Self-Normalized Martingales

Fan, Xiequan, Shao, Qi-Man
Journal:
Communications in Mathematics and Statistics
Year:
2017
Language:
english
File:
PDF, 406 KB
english, 2017
17

Exponential inequalities for nonstationary Markov chains

Alquier, Pierre, Doukhan, Paul, Fan, Xiequan
Journal:
Dependence Modeling
Year:
2019
Language:
english
File:
PDF, 550 KB
english, 2019