The moment of maximum normed randomly weighted sums of martingale differences
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Link
http://link.springer.com/content/pdf/10.1186/s13660-015-0786-1.pdf
Reference28 articles.
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2. Burkerholder, DL: Successive conditional expectations of an integrable function. Ann. Math. Stat. 33(3), 887-893 (1962)
3. Gut, A: Moments of the maximum of normed partial sums of random variables with multidimensional indices. Z. Wahrscheinlichkeitstheor. Verw. Geb. 64, 205-220 (1979)
4. Choi, BD, Sung, SH: On moment conditions for the supremum of normed sums. Stoch. Process. Appl. 26, 99-106 (1987)
5. Chen, PY, Gan, SX: On moments of the maximum of normed partial sums of ρ-mixing random variables. Stat. Probab. Lett. 78(10), 1215-1221 (2008)
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