Remarks on moment inequalities and identities for martingales

Novikov, A

Shiryaev, A

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Publication Type:: Journal Article
Citation:: Statistics and Probability Letters, 2013, 83 (4), pp. 1260 - 1261
Issue Date:: 2013-04-01

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Field	Value	Language
dc.contributor.author	Novikov, A https://orcid.org/0000-0001-8529-173X	en_US
dc.contributor.author	Shiryaev, A	en_US
dc.date.issued	2013-04-01	en_US
dc.identifier.citation	Statistics and Probability Letters, 2013, 83 (4), pp. 1260 - 1261	en_US
dc.identifier.issn	0167-7152	en_US
dc.identifier.uri	http://hdl.handle.net/10453/31717
dc.description.abstract	We present some comments on moment inequalities and identities for martingales in the context of the paper of Langovoy (2011). © 2013 Elsevier B.V.	en_US
dc.relation.ispartof	Statistics and Probability Letters	en_US
dc.relation.isbasedon	10.1016/j.spl.2013.01.011	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	Remarks on moment inequalities and identities for martingales	en_US
dc.type	Journal Article
utslib.citation.volume	4	en_US
utslib.citation.volume	83	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	0104 Statistics	en_US
utslib.for	1403 Econometrics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.issue	4	en_US
pubs.publication-status	Published	en_US
pubs.volume	83	en_US

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