Rosenthal's inequality for point process martingales

DOI10.1016/S0304-4149(99)00005-8zbMath0965.60048OpenAlexW2068863194MaRDI QIDQ1593634

Andrew T. A. Wood

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00005-8

zbMATH Keywords

marked point processcounting processmartingale inequalitypredictable process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Acknowledgement of priority., On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions, On the Rosenthal's inequality for locally square integrable martingales.

Cites Work

• Statistical analysis of counting processes
• Point processes and queues. Martingale dynamics
• Distribution function inequalities for martingales
• Counting process intensity estimation by orthogonal wavelet methods
• Best constants in martingale version of Rosenthal's inequality
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• The Khintchine inequalities and martingale expanding sphere of their action
• Statistical models based on counting processes
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