Compensator and exponential inequalities for some suprema of counting processes

DOI10.1016/j.spl.2006.03.012zbMath1101.60033OpenAlexW2171540021MaRDI QIDQ2497814

Patricia Reynaud-Bouret

Publication date: 4 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.03.012

zbMATH Keywords

supremum of centered integrals

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Concentration inequalities, counting processes and adaptive statistics ⋮ Adaptive estimation for Hawkes processes; application to genome analysis ⋮ Exponential inequalities for the supremum of some counting processes and their square martingales ⋮ Concentration inequalities for matrix martingales in continuous time ⋮ On the supremum of certain families of stochastic processes ⋮ Penalized projection estimators of the Aalen multiplicative intensity

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