| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152535 | Statistics & Probability Letters | 2011 | 7 Pages |
Abstract
In this paper, the best constant with respect to an inequality for martingales in Hall and Heyde (1980) is obtained. As a consequence, some large deviations with martingale difference and moving average process are established.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bainian Li, Kongsheng Zhang, Libin Wu,