New maximal inequalities for reverse demimartingales and reverse demisubmartingales

DOI10.1007/S42519-022-00263-XMaRDI QIDQ2156004zbMATH OpenOpenAlexFDO

Authors Tasos C. Christofides, Charalambos D. Charalambous

Publication date 15 July 2022

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-022-00263-x

zbMATH Keywords

Chow-type inequalityDoob's maximal inequalityreverse demimartingalesreverse demisubmartingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

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Cites work

• A Martingale Inequality and the Law of Large Numbers
• Associated random variables and martingale inequalities
• Association of Random Variables, with Applications
• Doob's type inequality and strong law of large numbers for demimartingales
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Maximal and moment inequalities for demimartingales and N-demimartingales
• Maximal inequalities for associated random variables and demimartingales.
• Maximal inequalities for demimartingales and a strong law of large numbers
• Maximal inequalities for demimartingales and their applications
• Normal approximation for strong demimartingales
• On some maximal inequalities for demimartingales and N-demimartingales based on concave Young functions
• On some maximal inequalities for demisubmartingales and N-demisuper martingales
• Some inequalities for demimartingales and N-demimartingales
• U-statistics on associated random variables
• Whittle type inequality for demisubmartingales

Cited in

(5)

• scientific article; zbMATH DE number 699469 (Why is no real title available?)
• Maximal inequalites and applications for reverse demimartingales based on concave Young functions
• Some results for \(U\)-statistics and strong demimartingales
• Some inequalities for reverse demimartingales
• Normal approximations for sequences with the property of strong N-demimartingale differences

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