Moment and Tail Inequalities for Polynomial Martingales
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Publication:6229656
arXiv1112.2768MaRDI QIDQ6229656FDOQ6229656
Authors: Eugeny Ostrovsky, Leonid Sirota
Publication date: 12 December 2011
Abstract: In this paper we obtain the non-asymptotic exact moment and tails estimates for polynomial on martingale differences. We give also some examples on order to show the exactness of obtained results.
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