Exponential inequalities for self-normalized martingales with applications

Annals of Applied Probability

Volumn 18, Issue 5, 2008, Pages 1848-1869

  Bercu, Bernard ^a,c   Touati, Abderrahmen ^b  

^a UNIVERSITÉ DE BORDEAUX   (France)

^b University of Carthage   (Tunisia)

^c UNIVERSITÉ BORDEAUX 1   (France)

Author keywords

Autoregressive processes; Branching processes; Exponential inequalities; Martingales

Indexed keywords

EID: 63049102221     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/07-AAP506     Document Type: Article

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