Pages that link to "Item:Q957522"
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The following pages link to Exponential inequalities for self-normalized martingales with applications (Q957522):
Displaying 45 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models (Q405492) (← links)
- Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game (Q421431) (← links)
- Hoeffding's inequality for supermartingales (Q449236) (← links)
- Nonparametric regression with martingale increment errors (Q645603) (← links)
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
- Theory and applications of multivariate self-normalized processes (Q1045798) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- Berry-Esseen bounds for self-normalized martingales (Q1744193) (← links)
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
- Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation (Q1996901) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
- Time-uniform Chernoff bounds via nonnegative supermartingales (Q2188432) (← links)
- Exponential inequalities for self-normalized martingales (Q2262857) (← links)
- Self-normalized Cramér type moderate deviations for martingales (Q2325341) (← links)
- New insights on concentration inequalities for self-normalized martingales (Q2332992) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- Deviation inequalities for martingales with applications (Q2374243) (← links)
- Finite-sample exact tests for linear regressions with bounded dependent variables (Q2448411) (← links)
- Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
- An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game (Q3017911) (← links)
- (Q4524731) (← links)
- Bernstein type inequalities for self-normalized martingales with applications (Q4632271) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- (Q5053230) (← links)
- (Q5053326) (← links)
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS (Q5076261) (← links)
- Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields (Q5086905) (← links)
- Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- Microscopic derivation of a traffic flow model with a bifurcation (Q6142371) (← links)
- Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process (Q6148876) (← links)
- Dynamical analysis of a delayed stochastic Lotka-Volterra competitive model in polluted aquatic environments (Q6181185) (← links)
- Stochastic online convex optimization. Application to probabilistic time series forecasting (Q6200884) (← links)
- On a random model of forgetting (Q6590455) (← links)
- Cramér's moderate deviations for martingales with applications (Q6616043) (← links)
- Berry-Esseen bounds for self-normalized sums of locally dependent random variables (Q6630747) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)