Application of Whittle's inequality for Banach space valued martingales

DOI10.1016/S0167-7152(02)00024-XzbMath1003.60025OpenAlexW2030489642MaRDI QIDQ1613049

B. L. S. Prakasa Rao

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00024-x

zbMATH Keywords

Banach space valued martingalesWhittle's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• The Hájek-Rényi inequality for Banach space valued martingales and the \(p\) smoothness of Banach spaces
• Generalization of an inequality of Kolmogorov
• Some Hajek-Rènyi Type Inequalities
• A Hajek-Renyi Type Inequality for Stochastic Vectors with Applications to Simultaneous Confidence Regions
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