Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
type: Item
instance of: scholarly article
title: Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
zbMATH Open document ID: 1045.60030
DOI: 10.1016/S0304-4149(00)00025-9
published in: Stochastic Processes and their Applications
publication date: 2004-09-07T00:00:00Z
review text: A collection of square-integrable martingales depending on a parameter \(x\in R^d\) is considered. The author presents uniform strong results for such a scheme: a uniform strong law and a uniform iterative logarithm law. The results are applied to Markov chains and martingales subjected to a general regression model.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 2098348
zbMATH Keywords: iterated logarithm law
zbMATH Keywords: autoregressive model
zbMATH Keywords: controlled model
zbMATH Keywords: Markov chain
zbMATH Keywords: kernel estimator
author: R. Senoussi
reviewed by: Petr Lachout
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2098348