A martingale inequality and large deviations

Yulin Li

Type: Article

Publication Date: 2003-04-01

Citations: 28

DOI: https://doi.org/10.1016/s0167-7152(03)00046-4

Similar Works

Action	Title	Year	Authors
+	Large deviations for martingales	2001	Emmanuel Lesigne Dalibor Volný
+	A NOTE ON THE MARTINGALE INEQUALITY	2006	Yu Miao
+	A note on martingale deviation bounds	2016	Thomas Boucher
+	Martingale inequalities	1971	D. L. Burkholder
+	A Sharp Inequality for Martingale Transforms	2011	Burgess Davis Renming Song
+	Large deviations for martingales with exponential condition	2011	Xiequan Fan Ion Grama Quansheng Liu
+	An Extension of a Classical Martingale Inequality	2011	Burgess Davis Renming Song
+	A sharp inequality for martingales and its applications	2011	LI Bai-nian Kongsheng Zhang Libin Wu
+	Large deviations for martingales with some applications	1995	Alfredas Račkauskas
+	A general lemma on probabilities of large deviations	1978	Римантас Рудзкис L. Saulis V. Statulevičius
+	Deviation inequalities for continuous martingales	1996	Davar Khoshnevisan
+	A Martingale System Theorem and Applications	1985	Y. S. Chow Herbert Robbins
+ PDF Chat	A Martingale Representation Theorem	1960	J. Laurie Snell R. E. Williamson
+ PDF Chat	An Elementary Theorem on the Probability of Large Deviations	1972	Timothy J. Killeen Thomas P. Hettmansperger Gerald L. Sievers
+ PDF Chat	A Martingale Decomposition Theorem	1970	Gordon Simons
+ PDF Chat	A local time inequality for martingales	1983	Saul Jacka
+	Inequalities for Martingales	2012
+	Inequalities for Martingales	2016
+	Martingale Approximation	1997	Yu. V. Borovskikh V. S. Korolyuk
+	Martingale	1977	Peter Gänssler Winfried Stute

Action	Title	Year	Authors
+	Sharp moment estimates for polynomial martingales	2014	E. Ostrovsky L. Sirota
+	Tail estimates for martingale under "LLN" norming sequence	2012	E. Ostrovsky L. Sirota
+	Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors	2018	Shuili Zhang Yu Miao Xiaoyan Xu Qinghui Gao
+	Regularization for Spatial Panel Time Series Using the Adaptive LASSO	2014	Clifford Lam Pedro Souza
+	A sharp inequality for martingales and its applications	2011	LI Bai-nian Kongsheng Zhang Libin Wu
+	Limit Theorems in Change-Point Analysis for Dependent Data	2011	Alexander Schmitz
+	Sufficient conditions for exponential tightness of normed sums of independent random fields in the space of continuous functions	2014	E. Ostrovsky L. Sirota
+	Limit behaviors of regression function estimator with martingale difference errors	2022	Chang Liu Zhen Li Yu Miao
+	Linear spectral statistics of sequential sample covariance matrices	2021	Nina Dörnemann Holger Dette
+	On the Convergence Rate for Stochastic Approximation in the Nonsmooth Setting	2011	Eunji Lim

Action	Title	Year	Authors
+	Some Limit Theorems for Large Deviations	1965	S. V. Nagaev
+	Large deviations for martingales	2001	Emmanuel Lesigne Dalibor Volný
+ PDF Chat	Distribution Function Inequalities for Martingales	1973	D. L. Burkholder
+ PDF Chat	Convergence rates in the law of large numbers	1965	Leonard E. Baum Melvin Katz