Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions
Year of publication: |
1999
|
---|---|
Authors: | Djellout, Hacène ; Guillin, Arnaud ; Wu, Liming |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 2.1999, 3, p. 195-225
|
Publisher: |
Springer |
Subject: | large deviation | moderate deviation | quadratic variational process |
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