Exponential inequalities for self-normalized martingales

DOI10.1186/1029-242X-2014-289zbMath1321.60082WikidataQ59323327 ScholiaQ59323327MaRDI QIDQ2262857

Shanshan Chen, Wenfei Xu, Zhenping Wang, Yu Miao

Publication date: 16 March 2015

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

tail probabilitiesexponential inequalitiesself-normalized martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (1)

Self-normalized Cramér type moderate deviations for martingales

Cites Work

• Exponential inequalities for self-normalized martingales with applications
• Exponential inequalities for self-normalized processes with applications
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?
• The Berry-Esseen bound for Student's statistic
• An exponential inequality for autoregressive processes in adaptive tracking
• Self-Normalized Processes

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