scientific article; zbMATH DE number 843987

MaRDI QIDQ4865086zbMATH OpenFDO

Authors A. O. Pashko

Publication date 14 February 1996

zbMATH Keywords

estimatorssub-Gaussian integraluniform convergence of stochastic integrals

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stochastic integrals (60H05) Asymptotic distribution theory in statistics (62E20)

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• Exponential inequalities for the distribution tails of multiple stochastic integrals with respect to Gaussian integrating processes

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