Maximal and moment inequalities for demimartingales and \(N\)-demimartingales
type: Item
instance of: scholarly article
title: Maximal and moment inequalities for demimartingales and \(N\)-demimartingales
zbMATH Open document ID: 1245.60023
author: Tasos C. Christofides
author: Milto Hadjikyriakou
published in: Statistics \& Probability Letters
publication date: 2012-05-18T00:00:00Z
review text: The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality.
reviewed by: B. L. S. Prakasa Rao
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 6036293
zbMATH Keywords: demimartingales
zbMATH Keywords: upcrossing inequality
zbMATH Keywords: downcrossing inequality
zbMATH Keywords: maximal inequality
zbMATH Keywords: moment inequality
MaRDI profile type: Publication
full work available at URL: j.spl.2011.12.009
OpenAlex ID: W1997491674
cites work: A maximal inequality for nonnegative submartingales
cites work: Martingale Central Limit Theorems
cites work: Maximal inequalities for demimartingales and a strong law of large numbers
cites work: Q4469869
cites work: A connection between supermodular ordering and positive/negative association.
cites work: Association of Random Variables, with Applications
cites work: Q2996684
cites work: Negative association of random variables, with applications
cites work: Associated random variables and martingale inequalities
cites work: Q3566162
cites work: Q5458096
cites work: Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes
DOI: 10.1016/J.SPL.2011.12.009
description: scientific article; zbMATH DE number 6036293