Limit theorems and inequalities via martingale methods

DOI10.1051/proc/201444012zbMath1347.60047MaRDI QIDQ3451717

Sarah Lemler, Xiequan Fan, Christophe Cuny, Jérôme Dedecker, Jean Rene Chazottes

Publication date: 17 November 2015

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201444012

zbMATH Keywords

martingales; invariance principles; Cox model; limit theorems; stationary sequences; concentration inequalities; oracle inequalities; super-martingales

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60G10: Stationary stochastic processes

60G48: Generalizations of martingales

60F17: Functional limit theorems; invariance principles

60F99: Limit theorems in probability theory