Exponential Inequalities for the Distribution Tails of Multiple Stochastic Integrals with Respect to Gaussian Integrating Processes
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Publication:5252476
DOI10.1137/S0040585X97986953zbMath1319.60121OpenAlexW2139419482MaRDI QIDQ5252476
Publication date: 2 June 2015
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97986953
Gaussian processes\(V\)-statisticsexponential inequalitiesstationary sequencesmultiple stochastic integralsdistribution tails
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