Moment and Probability Bounds with Quasi-Superadditive Structure for the Maximum Partial Sum
Work
Year: 1982
Type: article
Abstract: Let $X_1, \cdots, X_n$ be arbitrary random variables and put $S(i, j) = X_i + \cdots + X_j$ and $M(i, j) = \max \{|S(i, i)|, |S(i, i + 1)|, \cdots, |S(i, j)|\}$ for $1 \leq i \leq j \leq n$. Bounds fo... more
Source: The Annals of Probability
Cites:
Cited by: 85
Related to: 10
FWCI: 4.042
Citation percentile (by year/subfield): 96.19
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze