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On estimators of the distribution of the supremum of sub-Gaussian integrals. (English. Russian original) Zbl 0840.60048

Theory Probab. Math. Stat. 46, 121-127 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 124-132 (1992).
The author determines the estimators for the distribution of a random process represented by a sub-Gaussian integral, and there are obtained some results concerning the uniform convergence of stochastic integrals.

MSC:

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