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- W1986952141 abstract "In this note, we give a generalization of Cramér's large deviations for martingales, which can be regarded as a supplement of Fan et al. (2013) [3] . Our method is based on the change of probability measure developed by Grama and Haeusler (2000) [6] . Dans cette note, nous donnons une généralisation des grandes déviations de Cramér pour les martingales, qui peut être considérée comme un supplément de Fan et al. (2013) [3] . Notre méthode est basée sur le changement de mesure de probabilité développé par Grama et Haeusler (2000) [6] ." @default.
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- W1986952141 date "2014-10-01" @default.
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- W1986952141 title "A generalization of Cramér large deviations for martingales" @default.
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- W1986952141 doi "https://doi.org/10.1016/j.crma.2014.08.014" @default.
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