Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
| Year of publication: |
2011
|
|---|---|
| Authors: | Yoshida, Nakahiro |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 3, p. 431-479
|
| Publisher: |
Springer |
| Subject: | Large deviation | Quasi-likelihood analysis | Random field | Diffusion process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925568