Exponential inequalities for martingales with applications (Q2514316): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1214/EJP.v20-3496 / rank | |||
Property / DOI | |||
Property / DOI: 10.1214/EJP.V20-3496 / rank | |||
Normal rank |
Latest revision as of 03:52, 19 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponential inequalities for martingales with applications |
scientific article |
Statements
Exponential inequalities for martingales with applications (English)
0 references
3 February 2015
0 references
exponential inequality
0 references
martingales
0 references
changes of probability measure
0 references
Freedman's inequality
0 references
de la Peña's inequality
0 references
Pinelis' inequality
0 references
Bernstein's inequality
0 references
linear regressions
0 references
autoregressive processes
0 references