Maximal and moment inequalities for demimartingales and N-demimartingales

DOI10.1016/J.SPL.2011.12.009MaRDI QIDQ419202zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

demimartingalesmaximal inequalitymoment inequalitydowncrossing inequalityupcrossing inequality

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 2076412 (Why is no real title available?)
• A connection between supermodular ordering and positive/negative association.
• A maximal inequality for nonnegative submartingales
• Associated random variables and martingale inequalities
• Association of Random Variables, with Applications
• Martingale Central Limit Theorems
• 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
• Negative association of random variables, with applications
• Nonparametric estimation of linear multiplier for fractional diffusion processes
• On some inequalities for \(N\)-demimartingales
• On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales

Cited in

(15)

• New maximal inequalities for \(N\)-demimartingales with scan statistic applications
• Some results for demimartingales and \(N\)-demimartingales
• scientific article; zbMATH DE number 2076412 (Why is no real title available?)
• scientific article; zbMATH DE number 754510 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 7071285 (Why is no real title available?)
• 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

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