期刊
ANNALS OF APPLIED PROBABILITY
卷 18, 期 5, 页码 1848-1869出版社
INST MATHEMATICAL STATISTICS-IMS
DOI: 10.1214/07-AAP506
关键词
Exponential inequalities; martingales; autoregressive processes; branching processes
We propose several exponential inequalities for self-normalized martingales similar to those established by De la Pena. The keystone is the introduction of a new notion of random variable heavy on left or right. Applications associated with linear regressions, autoregressive and branching processes are also provided.
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