A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statistics & Probability Letters, 2013, Volume 83, Issue 4, Pages 1260

Statistics & Probability Letters

RUS ENG

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

Statistics & Probability Letters, 2013, Volume 83, Issue 4, Pages 1260–1261
DOI: https://doi.org/10.1016/j.spl.2013.01.011 (Mi spl1)

This article is cited in 1 scientific paper (total in 1 paper)

Remarks on moment inequalities and identities for martingales

A. Novikov^ab, A. Shiryaev^a

^a Steklov Mathematical Institute, Moscow, Russia
^b University of Technology, Sydney, Australia

Full-text PDF Citations (1)

DOI: https://doi.org/10.1016/j.spl.2013.01.011

Abstract: We present some comments on moment inequalities and identities for martingales in the context of the paper of Langovoy (2011).

Funding agency	Grant number
Australian Research Council
Ministry of Education and Science of the Russian Federation	11.G34.31.0073
Russian Foundation for Basic Research	11-01-00949-a
The first author was partially supported by ARC Discovery Grant. The second author was partially supported by Laboratory for Structural Methods of Data Analysis in Predictive Modeling, MIPT, RF government grant, ag. 11.G34.31.0073, and Russian Foundation for Basic Research, grant 11-01-00949-a.

Received: 11.09.2011
Revised: 10.01.2013
Accepted: 11.01.2013

Bibliographic databases:

Document Type: Article

Language: English

Linking options:

https://www.mathnet.ru/eng/spl1

This publication is cited in the following 1 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Statistics & downloads:
Abstract page:	232