Maximal and moment inequalities for demimartingales and N-demimartingales
Date
2012Source
Statistics and Probability LettersVolume
82Issue
3Pages
683-691Google Scholar check
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Newman and Wright (1982) provide an upcrossing inequality for demimartingales while Prakasa Rao (2011) provides a downcrossing inequality for the class of N-demimartingales. These results are instrumental for obtaining maximal inequalities for demimartingales and N-demimartingales in this paper. Furthermore, by proving an inequality for nonnegative real numbers we provide moment inequalities for the class of demimartingales. © 2011 Elsevier B.V.
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