Exponential inequalities for martingales with applications (Q2514316)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for martingales with applications |
scientific article |
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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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