Exponential inequalities for martingales with applications
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Publication:2514316
DOI10.1214/EJP.v20-3496zbMath1320.60058arXiv1311.6273OpenAlexW2133931066WikidataQ29394716 ScholiaQ29394716MaRDI QIDQ2514316
Xiequan Fan, Quan-sheng Liu, I. G. Grama
Publication date: 3 February 2015
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.6273
exponential inequalitymartingalesautoregressive processesBernstein's inequalitylinear regressionschanges of probability measurede la Peña's inequalityFreedman's inequalityPinelis' inequality
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