Exponential inequalities for martingales with applications (Q2514316): Difference between revisions

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Latest revision as of 03:52, 19 December 2024

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Exponential inequalities for martingales with applications
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    Exponential inequalities for martingales with applications (English)
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    3 February 2015
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    exponential inequality
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    martingales
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    changes of probability measure
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    Freedman's inequality
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    de la Peña's inequality
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    Pinelis' inequality
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    Bernstein's inequality
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    linear regressions
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    autoregressive processes
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