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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184590