Maximal and moment inequalities for demimartingales and \(N\)-demimartingales

DOI10.1016/j.spl.2011.12.009zbMath1245.60023OpenAlexW1997491674MaRDI QIDQ419202

Milto Hadjikyriakou, Tasos C. Christofides

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.009

zbMATH Keywords

upcrossing inequalitymaximal inequalitydemimartingalesmoment inequalitydowncrossing inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Related Items

New maximal inequalities for reverse demimartingales and reverse demisubmartingales, Chow-type maximal inequality for conditional demimartingales and its applications, On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions, A Note on a Law of Iterated Logarithm for Bounded $N$-Demimartingales, Some results for demimartingales and \(N\)-demimartingales

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A connection between supermodular ordering and positive/negative association.
• Maximal inequalities for demimartingales and a strong law of large numbers
• A maximal inequality for nonnegative submartingales
• Negative association of random variables, with applications
• Associated random variables and martingale inequalities
• Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes
• Association of Random Variables, with Applications
• Martingale Central Limit Theorems