1999
A note on Bernstein-type inequalities for martingales
Publication
Publication
Several inequalities of Bernstein's type are derived in a unified manner. Some extra light is shed on the classical inequalities and implications are sought for instance for conditionally symmetric martingales and sequences of asymptotically continuous martingales.
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CWI | |
CWI. Probability, Networks and Algorithms [PNA] | |
Organisation | Stochastics |
Dzhaparidze, K., & van Zanten, H. (1999). A note on Bernstein-type inequalities for martingales. CWI. Probability, Networks and Algorithms [PNA]. CWI. |