Bernstein type inequalities for self-normalized martingales with applications
type: Item
instance of: scholarly article
title: Bernstein type inequalities for self-normalized martingales with applications
zbMATH Open document ID: 1411.60060
DOI: 10.1080/02331888.2018.1550086
author: Xiequan Fan
author: Shen Wang
published in: Statistics
publication date: 2019-04-29T00:00:00Z
full work available at URL: https://arxiv.org/abs/1803.05150
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 7048444
zbMATH Keywords: self-normalized martingales
zbMATH Keywords: exponential inequalities
zbMATH Keywords: autoregressive processes
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2963266295
arXiv ID: 1803.05150
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description: scientific article; zbMATH DE number 7048444