On maximal inequalities for stable stochastic integrals
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Publication:867115
DOI10.1007/S11118-006-9025-1zbMath1117.60019OpenAlexW2087594471MaRDI QIDQ867115
Publication date: 14 February 2007
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-006-9025-1
Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05) Stable stochastic processes (60G52)
Related Items (6)
Stochastic approximation with long range dependent and heavy tailed noise ⋮ Maximal inequalities and some applications ⋮ Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions ⋮ A note on convex ordering for stable stochastic integrals ⋮ Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift ⋮ Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
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