Maximal and moment inequalities for demimartingales and N-demimartingales
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Publication:419202
DOI10.1016/J.SPL.2011.12.009zbMATH Open1245.60023OpenAlexW1997491674MaRDI QIDQ419202FDOQ419202
Authors: Tasos C. Christofides, Milto Hadjikyriakou 
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
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Cites Work
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- Negative association of random variables, with applications
- A connection between supermodular ordering and positive/negative association.
- Maximal inequalities for demimartingales and a strong law of large numbers
- Maximal inequalities for multidimensionally indexed demimartingales and the Hájek-Rényi inequality for associated random variables
- On some inequalities for \(N\)-demimartingales
- Associated random variables and martingale inequalities
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- Martingale Central Limit Theorems
- A maximal inequality for nonnegative submartingales
- Nonparametric estimation of linear multiplier for fractional diffusion processes
- On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales
Cited In (15)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some results for demimartingales and \(N\)-demimartingales
- Some inequalities for demimartingales and \(N\)-demimartingales
- Maximal inequalities for \(N\)-demimartingale and strong law of large numbers
- On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions
- Title not available (Why is that?)
- On some inequalities for \(N\)-demimartingales
- Remarks on maximal inequalities for non-negative demisubmartingales
- Some inequalities for conditional demimartingales and conditional \(N\)-demimartingales
- New maximal inequalities for reverse demimartingales and reverse demisubmartingales
- A note on a law of iterated logarithm for bounded \(N\)-demimartingales
- Chow-type maximal inequality for conditional demimartingales and its applications
- 基于Y函数的条件N-弱鞅的最大φ-不等式
- New maximal inequalities for \(N\)-demimartingales with scan statistic applications
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