Search Results - subject:"Square function"

Osȩkowski, Adam - In: Statistics & Probability Letters 82 (2012) 5, pp. 885-893

conditional square function. Some applications are presented. …

Persistent link: https://www.econbiz.de/10011039951

Osȩkowski, Adam - In: Statistics & Probability Letters 94 (2014) C, pp. 91-97

application, we obtain the two-sided bound for the martingale square function S(f): E|fn|2log(e−2|fn|)≤ESn2(f)logSn(f)≤E|fn|2log …

Persistent link: https://www.econbiz.de/10011039779

Osȩkowski, Adam - In: Statistics & Probability Letters 95 (2014) C, pp. 139-143

Let f=(fn)n≥0 be a real-valued martingale satisfying f0≥0 almost surely and let S(f) denote the square function of f …

Persistent link: https://www.econbiz.de/10011039904

Osȩkowski, Adam - In: Statistics & Probability Letters 84 (2014) C, pp. 102-107

We study sharp square function inequalities for martingales taking values in a 2-convex Banach space B. We show that an …

Persistent link: https://www.econbiz.de/10011040028