Decoupling and domination inequalities with application to Wald's identity for martingales

DOI10.1016/S0167-7152(02)00042-1zbMath1008.60040MaRDI QIDQ1613060

Victor H. de la Peña, Ingrid-Mona Zamfirescu

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

stopping timesdecoupling inequalitiesdominated random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Sharp bounds for \(L\)-statistics from dependent samples of random length ⋮ On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms

Cites Work

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• Tangent sequences in Orlicz and rearrangement invariant spaces

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