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, № 2, 2007, 367  
2. S. V. Nagaev, “On Large Deviations of a Self-normalized Sum”, Theory Probab. Appl., 49, № 4, 2005, 704  
3. Jonathan B. Hill, “TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS”, Econom. Theory, 27, № 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, № 4, 2015, 611  
7. R. Ibragimov, Sh. Sharakhmetov, “The best constant in the Rosenthal inequality for nonnegative random variables”, Statistics & Probability Letters, 55, № 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, № 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, № 2, 2003