Exponential inequalities for the supremum of some counting processes and their square martingales
We establish exponential inequalities for the supremum of martingales and square martingales obtained from counting processes, as well as for the oscillation modulus of these processes. Our inequalities, that play a decisive role in the control of errors in statistical procedures, apply to general n...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2021-10-01
|
| Series: | Comptes Rendus. Mathématique |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.206/ |