Remarks on maximal inequalities for non-negative demisubmartingales

DOI10.1016/J.SPL.2012.03.019zbMATH Open1247.60025OpenAlexW1996623972MaRDI QIDQ449408FDOQ449408

Authors: B. L. S. Prakasa Rao 

Publication date: 30 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.019

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• Maximal and moment inequalities for demimartingales and \(N\)-demimartingales
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zbMATH Keywords

maximal inequalitydemisubmartingale

Mathematics Subject Classification ID

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

Cites Work

• Associated sequences, demimartingales and nonparametric inference.
• A trajectorial interpretation of Doob's martingale inequalities

Cited In (3)

• On separating the submajorization order into majorization and pointwise inequality
• Maximal and moment inequalities for demimartingales and \(N\)-demimartingales
• Chow-type maximal inequality for conditional demimartingales and its applications

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