9 citations to 10.1137/S0040585X9797657X (Crossref Cited-By Service)

1. S. V. Nagaev, “On Probability and Moment Inequalities for Supermartingales and Martingales”, Theory Probab. Appl., 51, no. 2, 2007, 367  
2. S. V. Nagaev, “On Large Deviations of a Self-normalized Sum”, Theory Probab. Appl., 49, no. 4, 2005, 704  
3. Jonathan B. Hill, “TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS”, Econom. Theory, 27, no. 4, 2011, 844  
4. Andrii Babii, Eric Ghysels, Jonas Striaukas, “High-Dimensional Granger Causality Tests with an Application to VIX and News”, Journal of Financial Econometrics, 2022, nbac023  
5. Andrii Babii, Eric Ghysels, Jonas Striaukas, “Inference for High-Dimensional Regressions With Heteroskedasticity and Auto-correlation”, SSRN Journal, 2020  
6. S. V. Nagaev, “Probabilistic Inequalities for the Galton–Watson Processes”, Theory Probab. Appl., 59, no. 4, 2015, 611  
7. R. Ibragimov, Sh. Sharakhmetov, “The best constant in the Rosenthal inequality for nonnegative random variables”, Statistics & Probability Letters, 55, no. 4, 2001, 367  
8. R. Ibragimov, Sh. Sharakhmetov, “The Exact Constant in the Rosenthal Inequality for Random Variables with Mean Zero”, Theory Probab. Appl., 46, no. 1, 2002, 127  
9. Rustam Ibragimov, Shaturgun Sharakhmetov, Victor H. de la Peña, “On extremal distributions and sharp $\bolds{L_p}$-boundsfor sums of multilinear forms”, Ann. Probab., 31, no. 2, 2003