Exponential inequalities for self-normalized martingales with applications

DOI10.1214/07-AAP506zbMath1152.60309arXiv0707.3715MaRDI QIDQ957522

Bernard Bercu, Abderrahmen Touati

Publication date: 27 November 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.3715

zbMATH Keywords

branching processesmartingalesautoregressive processesexponential inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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