Hoeffding's Inequality for Stopped Martingales and Semi-Markov Processes
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Publication:4678847
DOI10.1081/STA-200052150zbMath1127.60040OpenAlexW2090183525MaRDI QIDQ4678847
Nikolaos Limnios, Mei-Ling Ting Lee
Publication date: 23 May 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-200052150
Martingales with discrete parameter (60G42) Markov renewal processes, semi-Markov processes (60K15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Cites Work
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- Hoeffding's inequality for uniformly ergodic Markov chains
- Weak convergence and empirical processes. With applications to statistics
- Weighted sums of certain dependent random variables
- Approximation Theorems of Mathematical Statistics
- Probability Inequalities for Sums of Bounded Random Variables
- Martingale Inequalities and NP-Complete Problems
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