Deviation probability bounds for fractional martingales and related remarks (Q449027): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G48
@@ Property / Mathematics Subject Classification ID: 60G48 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B12
@@ Property / Mathematics Subject Classification ID: 60B12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6080956
@@ Property / zbMATH DE Number: 6080956 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional martingales
@@ Property / zbMATH Keywords: fractional martingales / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exponential inequality
@@ Property / zbMATH Keywords: exponential inequality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+law of large numbers
@@ Property / zbMATH Keywords: law of large numbers / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963461331
@@ Property / OpenAlex ID: W2963461331 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4268
@@ Property / arXiv ID: 1204.4268 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5680823
@@ Property / cites work: Q5680823 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of densities and applications
@@ Property / cites work: Estimation of densities and applications / rank @@
+Normal rank
@@ Property / cites work @@
+A general class of exponential inequalities for martingales and ratios
+Normal rank
@@ Property / cites work @@
+Q5665949
@@ Property / cites work: Q5665949 / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional martingales and characterization of the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Deviation probability bound for martingales with applications to statistical estimation
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic Volterra equations
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+The law of the solution to a nonlinear hyperbolic SPDE
+Normal rank
@@ Property / cites work @@
+Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:449027