| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154912 | Statistics & Probability Letters | 2012 | 9 Pages |
Abstract
Newman and Wright (1982) provide an upcrossing inequality for demimartingales while Prakasa Rao (2011) provides a downcrossing inequality for the class of NN-demimartingales. These results are instrumental for obtaining maximal inequalities for demimartingales and NN-demimartingales in this paper. Furthermore, by proving an inequality for nonnegative real numbers we provide moment inequalities for the class of demimartingales.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tasos C. Christofides, Milto Hadjikyriakou,