//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Moderate deviation principle"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Moderate deviation principle
3
Berry–Essen bound
1
Brownian excursion
1
CKLS model
1
Catalan number
1
Central limit theorem
1
Conditional value-at-risk
1
Deviation inequalities
1
Diffusion
1
Discrete-time observation
1
Dyck paths
1
Large and moderate deviation principle
1
Large deviation principle
1
Law of iterated logarithm
1
Realized volatility
1
Small perturbation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Language
All
Undetermined
4
Author
All
Wang, Shaochen
2
Cai, Yujie
1
Djellout, Hacène
1
Gao, Fuqing
1
Kousha, Termeh
1
Samoura, Yacouba
1
Published in...
All
Statistics & Probability Letters
3
Insurance: Mathematics and Economics
1
Source
All
RePEc
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Central limit theorem and
moderate
deviation
principle
for CKLS model with small random perturbation
Cai, Yujie
;
Wang, Shaochen
- In:
Statistics & Probability Letters
98
(
2015
)
C
,
pp. 6-11
small parameter ε. When ε→0, the central limit theorem and
moderate
deviation
principle
for the solution of randomly …
Persistent link: https://www.econbiz.de/10011189337
Saved in:
2
Large and moderate deviations of realized covolatility
Djellout, Hacène
;
Samoura, Yacouba
- In:
Statistics & Probability Letters
86
(
2014
)
C
,
pp. 30-37
In this note, we consider the large and
moderate
deviation
principle
of the estimators of the integrated covariance of …
Persistent link: https://www.econbiz.de/10011040033
Saved in:
3
Asymptotic behavior and the
moderate
deviation
principle
for the maximum of a Dyck path
Kousha, Termeh
- In:
Statistics & Probability Letters
82
(
2012
)
2
,
pp. 340-347
In this work, we obtain a large and
moderate
deviation
principle
for the law of the maximum of a random Dyck path. Our …
Persistent link: https://www.econbiz.de/10010571827
Saved in:
4
Asymptotic behavior of the empirical conditional value-at-risk
Gao, Fuqing
;
Wang, Shaochen
- In:
Insurance: Mathematics and Economics
49
(
2011
)
3
,
pp. 345-352
, the law of iterated logarithm, the
moderate
deviation
principle
and the large deviation principle for the empirical CVaR …
Persistent link: https://www.econbiz.de/10010576726
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->