Inégalités exponentielles pour semimartingales : la méthode du cumulant

B. Courbot

Publications mathématiques et informatique de Rennes (1995)

  • Issue: 2, page 1-21

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Courbot, B.. "Inégalités exponentielles pour semimartingales : la méthode du cumulant." Publications mathématiques et informatique de Rennes (1995): 1-21. <http://eudml.org/doc/274664>.

@article{Courbot1995,
author = {Courbot, B.},
journal = {Publications mathématiques et informatique de Rennes},
language = {fre},
number = {2},
pages = {1-21},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Inégalités exponentielles pour semimartingales : la méthode du cumulant},
url = {http://eudml.org/doc/274664},
year = {1995},
}

TY - JOUR
AU - Courbot, B.
TI - Inégalités exponentielles pour semimartingales : la méthode du cumulant
JO - Publications mathématiques et informatique de Rennes
PY - 1995
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 2
SP - 1
EP - 21
LA - fre
UR - http://eudml.org/doc/274664
ER -

References

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  1. [Ha] HaeuslerAn Exact Rate of Convergence in the Functionnal Central Limit Theorem for Special Difference Arrays. Z. fûr Wahr., 65, pp. 523-534, Springer1984 Zbl0539.60032MR736144
  2. [JS] J. Jacod & A.N. ShiryayevLimit Theorems for Stochastic ProcessesSpringer, Berlin, New York1987 MR959133
  3. [KM] K. Kubilius & J. MeminInégalité Exponentielle pour les Martingales LocalesCompte-Rendu de l'Académie des Sciences de Paris, tome 319 pp. 733-7371994 Zbl0807.60043MR1300079
  4. [LM] D. Lepingle & J. MeminSur l'Intégrabilité Uniforme des Martingales Exponentielles. Z. fûr Wahr., pp. 175-203, Springer1978 Zbl0375.60069MR489492
  5. [LS] RS. Liptser & A.N. ShiryayevTheory of MartingalesKluwer Academic Publishers, Amsterdam1989 Zbl0728.60048MR1022664
  6. [Se] SerflingApproximation Theorems of Mathematical StatisticsJohn Wiley & Sons, New York1980 Zbl1001.62005MR595165
  7. [SW] G. Shorack & J. WellnerEmpirical Processes with Applications to StatisticsJohn Wiley & Sons, New York1986 Zbl1170.62365MR838963
  8. [VG] S. Van de GeerExponential Inequalities For Martingales, with Applications to Maximum Likelihood Estimation for Counting Processes. Pré-publication 1994 Zbl0852.60019MR1370307

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