Generalization of an inequality of Kolmogorov
From MaRDI portal
Publication:3227932
Cited in
(68)- The Hàjek-Rènyi-type inequality for associated random variables
- On the strong law of large numbers for multivariate martingales
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
- A remark on Dubins-Savage inequality
- Detection of multiple changes in a sequence of dependent variables
- Change-point in the mean of dependent observations
- The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces
- Maximal inequalities for associated random variables and demimartingales.
- Application of Whittle's inequality for Banach space valued martingales
- Hájek-Rényi-type inequality for associated sequences
- Consistent change-point detection with kernels
- Testing for common breaks in a multiple equations system
- New distribution theory for the estimation of structural break point in mean
- On the strong law for asymptotically almost negatively associated random variables
- Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales
- A note on the change-point problem for angular data
- Maximal inequalities for averages of i. i. d. and 2-exchangeable random variables
- Multi-threshold accelerated failure time model
- On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences
- Inference on the change point under a high dimensional sparse mean shift
- Estimating and testing high dimensional factor models with multiple structural changes
- On a general approach to the strong laws of large numbers
- Etemadi and Kolmogorov inequalities in noncommutative probability spaces
- Limit theorems for sampling from finite populations
- Inclusion theorems for eigenvalues from probability inequalities
- The Hájek-Rènyi inequality and strong law of large numbers for ANA random variables
- The strong law of large numbers for dependent random variables
- Bases of random unconditional convergence in Banach spaces
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes
- Hajek-Renyi-type inequality and strong law of large numbers for END sequences
- Generalizing the Marshall's inequality
- Least-squares change-point estimation for the telegraph process observed at discrete times
- On a new axiomatic theory of probability
- An inequality for uncorrelated random variables
- A Martingale Inequality and the Law of Large Numbers
- On the Hàjek-Rènyi inequality
- Testing for a unit root in the presence of a possible break in trend
- Inequalities compared
- A Hájek-Rényi inequality forU-statistics
- Two tests for sequential detection of a change-point in a nonlinear model
- scientific article; zbMATH DE number 3478180 (Why is no real title available?)
- A dominated ergodic type theorem
- The minimum of an additive process with applications to signal estimation and storage theory
- A remark on ‘A class of approximations of ruin probabilities’
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Inequalities for the tail probabilities of weighted sums of independent random variables with applications to rates of convergence to zero
- scientific article; zbMATH DE number 846074 (Why is no real title available?)
- Arithmeticity of hyperbolic 3-manifolds containing infinitely many totally geodesic surfaces
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- A Hájek-Rényi-type maximal inequality and strong laws of large numbers for multidimensional arrays
- On the Strong Law of Large Numbers
- A Hàjek-Rényi extension of Lévy's inequality and some applications
- Inference on locally ordered breaks in multiple regressions
- Hajek-Renyi-type inequality for (, )-mixing sequences and its application to change-point model
- Conditional versions of limit theorems for conditionally associated random variables
- A new and flexible class of sharp asymptotic time-uniform confidence sequences
- Detection of multiple structural changes in matrix factor models
- Bootstrap-based inference for multiple variance changepoint models
- Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences
- When structural break meets threshold effect: factor analysis under structural instabilities
- A maximal inequality for dependent random variables
- An approach to generalize laws of large numbers for fuzzy random variables
- Quantitative strong laws of large numbers
- Conditional independence, conditional mixing and conditional association
- An extension of the Hajek-Renyi inequality for LENQD random variables and its application
- Hájek-Rényi inequality for \(m\)-asymptotically almost negatively associated random vectors in Hilbert space and applications
- A note on the Hajek-Renyi inequality for associated random variables
- Strong convergence rate of estimators of change point and its application
This page was built for publication: Generalization of an inequality of Kolmogorov
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3227932)