Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
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Publication:1914270
DOI10.1214/aos/1176324323zbMath0852.60019OpenAlexW2134571373MaRDI QIDQ1914270
Publication date: 2 December 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324323
exponential probability inequalitymaximum likelihood estimators for counting processespredictable functionsuniform probability inequality
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