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A sharp inequality for martingales and its applications
- Source :
-
Statistics & Probability Letters . Aug2011, Vol. 81 Issue 8, p1260-1266. 7p. - Publication Year :
- 2011
-
Abstract
- Abstract: In this paper, the best constant with respect to an inequality for martingales in is obtained. As a consequence, some large deviations with martingale difference and moving average process are established. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 81
- Issue :
- 8
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 60786511
- Full Text :
- https://doi.org/10.1016/j.spl.2011.03.026