Highly Influenced

# Exponential Inequalities for Self-normalized Martingales with Applications

@inproceedings{Bercu2007ExponentialIF, title={Exponential Inequalities for Self-normalized Martingales with Applications}, author={By Bernard Bercu and A. Touati}, year={2007} }

- Published 2007

We propose several exponential inequalities for self-normalized martingales similar to those established by De la Peña. 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.

Highly Cited

This paper has 35 citations. REVIEW CITATIONS

#### From This Paper

##### Figures, tables, results, connections, and topics extracted from this paper.

27 Extracted Citations

28 Extracted References

Similar Papers