On De la Peña Type Inequalities for Point Processes
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References listed on IDEAS
- Khoshnevisan, Davar, 1996. "Deviation inequalities for continuous martingales," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 17-30, December.
- Wang, Hanchao & Lin, Zhengyan & Su, Zhonggen, 2019. "On Bernstein type inequalities for stochastic integrals of multivariate point processes," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1605-1621.
- Fan, Xiequan & Grama, Ion & Liu, Quansheng, 2012. "Hoeffding’s inequality for supermartingales," Stochastic Processes and their Applications, Elsevier, vol. 122(10), pages 3545-3559.
- Dzhaparidze, K. & van Zanten, J. H., 2001. "On Bernstein-type inequalities for martingales," Stochastic Processes and their Applications, Elsevier, vol. 93(1), pages 109-117, May.
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- Alexander N. Tikhomirov & Vladimir V. Ulyanov, 2023. "On the Special Issue “Limit Theorems of Probability Theory”," Mathematics, MDPI, vol. 11(17), pages 1-4, August.
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Keywords
de la Peña’s inequalities; purely discontinuous local martingales; stochastic integral of multivariate point processes; Doléans–Dade exponential;All these keywords.
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