Maximal Moment Inequalities for Stochastic Processes

DOI10.2307/2160490zbMATH Open0793.60057OpenAlexW4249413459MaRDI QIDQ4290822FDOQ4290822

Authors: Ferenc Móricz 

Publication date: 11 August 1994

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2160490

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zbMATH Keywords

long-range dependencefractional Brownian motionmaximal inequalitiescontinuous time analogue of the Rademacher-Men'shov inequality

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited In (9)

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• Title not available (Why is that?)
• Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes
• Maximal inequalities for the Ornstein-Uhlenbeck process
• A maximal moment inequality for long range dependent time series with applications to estimation and model selection
• Maximal inequalities for additive processes
• Maximal Probability Inequalities for Stochastic Processes
• Sharp maximal inequalities for stochastic processes
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