Deviation probability bound for martingales with applications to statistical estimation
| Year of publication: |
1999
|
|---|---|
| Authors: | Liptser, R. ; Spokoiny, Vladimir G. |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Subject: | autoregression | martingale | deviation probability | maximum likelihood estimate | linear diffusion |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 1999,85 |
| Source: |
Persistent link: https://www.econbiz.de/10010956410