Compensator and exponential inequalities for some suprema of counting processes (Q2497814): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compensator and exponential inequalities for some suprema of counting processes |
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Compensator and exponential inequalities for some suprema of counting processes (English)
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4 August 2006
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The author obtains exponential inequalities for some suprema of counting processes. In order to obtain these inequalities, the compensator of the supremum of integrals with respect to the counting measure is computed and exponential inequalities for martingales due to \textit{S. van de Geer} [Ann. Stat. 23, 1779--1801 (1995; Zbl 0852.60019)] are applied.
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supremum of centered integrals
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