EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Large deviations"
Narrow search

Narrow search

Year of publication
Subject
All
Large deviations 94 large deviations 67 Theorie 29 Theory 27 Stochastic process 24 Stochastischer Prozess 24 Option pricing theory 16 Optionspreistheorie 16 Statistische Verteilung 16 Probability theory 15 Wahrscheinlichkeitsrechnung 15 Statistical distribution 14 Mathematische Optimierung 12 Warteschlangentheorie 12 Mathematical programming 10 Queueing theory 10 Volatility 10 Volatilität 10 Markov chain 9 Simulation 9 Markov-Kette 8 Portfolio selection 8 buffer overflow 8 large deviations asymptotics 8 long-range dependence 8 queueing theory 8 Evolutionary game theory 7 Large Deviations 7 Portfolio-Management 7 Risiko 7 Risk 7 Moderate deviations 6 Sampling 6 Stichprobenerhebung 6 importance sampling 6 Estimation theory 5 Learning process 5 Lernprozess 5 Monte Carlo simulation 5 Monte-Carlo-Simulation 5
more ... less ...
Online availability
All
Undetermined 154 Free 53 CC license 3
Type of publication
All
Article 180 Book / Working Paper 54
Type of publication (narrower categories)
All
Article in journal 59 Aufsatz in Zeitschrift 59 Working Paper 12 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 3 Aufsatz im Buch 2 Book section 2 review-article 1
more ... less ...
Language
All
Undetermined 143 English 90 French 1
Author
All
Mandjes, Michel 12 Boots, Nam Kyoo 8 Ridder, Ad 8 Shwartz, Adam 8 Bogomolova, Anna 7 Kolyuzhnov, Dmitri 7 Sandholm, William H. 7 Zhu, Lingjiong 7 Staudigl, Mathias 6 Jacquier, Antoine 5 Zwart, Bert 5 Blanchet, Jose 4 Budhiraja, Amarjit 4 Cho, In-Koo 4 Dave, Chetan 4 Forde, Martin 4 Kasa, Kenneth 4 Otsu, Taisuke 4 Pirjol, Dan 4 Aebi, Robert 3 Collamore, Jeffrey F. 3 Duffy, Ken 3 Dupuis, Paul 3 Es-Saghouani, A. 3 Gamboa, Fabrice 3 Grendar, Marian 3 Neusser, Klaus 3 Olvera-Cravioto, Mariana 3 Parys, Bart P. G. van 3 Robertson, Scott 3 Slobodyan, Sergey 3 Spiliopoulos, Konstantinos 3 Steiner, Peter 3 Asmussen, Søren 2 Benhabib, Jess 2 Bischoff, Wolfgang 2 Biswas, Anup 2 Blessing, Jonas 2 DUFOUR, Jean-Marie 2 Dembo, Amir 2
more ... less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University 4 HAL 4 Society for Computational Economics - SCE 4 Tinbergen Institute 4 Tinbergen Instituut 4 International Centre for Economic Research (ICER) 3 Department Volkswirtschaftlehre, Universität Bern 2 Department of Agricultural and Resource Economics, University of California-Berkeley 2 Econometric Society 2 Becker Friedman Institute for Research in Economics, University of Chicago 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Center for the Study of Rationality, Hebrew University of Jerusalem 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Oxford University 1 Department of Economics, Simon Fraser University 1 Département de Sciences Économiques, Université de Montréal 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Santa Fe Institute 1
more ... less ...
Published in...
All
Stochastic Processes and their Applications 28 Statistics & Probability Letters 23 Mathematics of operations research 12 Physica A: Statistical Mechanics and its Applications 11 Tinbergen Institute Discussion Papers 8 Finance and Stochastics 6 Journal of Multivariate Analysis 6 Annals of the Institute of Statistical Mathematics 5 Computational Statistics 4 Cowles Foundation Discussion Papers 4 Discussion paper / Tinbergen Institute 4 Mathematical Methods of Operations Research 4 Mathematics and financial economics 4 Operations research 4 Tinbergen Institute Discussion Paper 4 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 3 ICER Working Papers 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Statistical Inference for Stochastic Processes 3 Asia-Pacific Financial Markets 2 Cahiers de recherche 2 Computing in Economics and Finance 2003 2 Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 2 Diskussionsschriften 2 European journal of operational research : EJOR 2 International Journal of Game Theory 2 International journal of theoretical and applied finance 2 International journal of theoretical and applied finance : IJTAF 2 Journal of Economic Dynamics and Control 2 Journal of economic dynamics & control 2 Operations research letters 2 Risks : open access journal 2 Scandinavian actuarial journal 2 Statistical Papers / Springer 2 Theoretical Economics 2 Working Papers / HAL 2 Annals of Finance 1 Annals of operations research ; volume 280, numbers 1/2 (September 2019) 1 Annals of operations research ; volume 302, number 1 (July 2021) 1 Applied mathematical finance 1
more ... less ...
Source
All
RePEc 155 ECONIS (ZBW) 67 EconStor 9 Other ZBW resources 2 USB Cologne (EcoSocSci) 1
Showing 181 - 190 of 234
Cover Image
Large Deviations Analysis of Extinction in Branching Models
Klebaner, Fima; Liptser, Robert - In: Mathematical Population Studies 15 (2008) 1, pp. 55-69
Cramer's classical theorem is applied to obtain large deviations in branching processes. This is a new avenue for …
Persistent link: https://www.econbiz.de/10009205482
Saved in:
Cover Image
Large deviations for L -statistics
Boistard, Hélène - In: Statistics & Decisions 25 (2007) 2, pp. 89-125
Summary The purpose of this paper is to establish a functional large deviations principle (LDP) for L -statistics under … some new tail conditions. The method is based on Sanov's theorem and on basic tools of large deviations theory. Our study …
Persistent link: https://www.econbiz.de/10014621353
Saved in:
Cover Image
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Collamore, Jeffrey; Höing, Andrea - In: Finance and Stochastics 11 (2007) 3, pp. 299-322
Persistent link: https://www.econbiz.de/10005390688
Saved in:
Cover Image
Ensemble inequivalence in random graphs
Barré, Julien; Gonçalves, Bruno - In: Physica A: Statistical Mechanics and its Applications 386 (2007) 1, pp. 212-218
We present a complete analytical solution of a system of Potts spins on a random k-regular graph in both the canonical and microcanonical ensembles, using the Large Deviation Cavity Method (LDCM). The solution is shown to be composed of three different branches, resulting in a non-concave...
Persistent link: https://www.econbiz.de/10010873185
Saved in:
Cover Image
Loss aversion, large deviation preferences and optimal portfolio weights for some classes of return processes
Duffy, Ken; Lobunets, Olena; Suhov, Yuri - In: Physica A: Statistical Mechanics and its Applications 378 (2007) 2, pp. 408-422
comes from the theory of large deviations. We explore a number of fundamental properties of the model and illustrate its …
Persistent link: https://www.econbiz.de/10010874257
Saved in:
Cover Image
Deviations bounds and conditional principles for thin sets
Cattiaux, Patrick; Gozlan, Nathael - In: Stochastic Processes and their Applications 117 (2007) 2, pp. 221-250
The aim of this paper is to use non-asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to stochastic mechanics and calibration problems for diffusion...
Persistent link: https://www.econbiz.de/10008874384
Saved in:
Cover Image
Numerical Solutions for Patterns Statistics on Markov Chains
Nuel, Gregory - In: Statistical Applications in Genetics and Molecular Biology 5 (2007) 1, pp. 26-26
. Theoretical, but also numerical aspects are detailed for a wide range of techniques (exact, Gaussian, large deviations, binomial …
Persistent link: https://www.econbiz.de/10005585072
Saved in:
Cover Image
Large deviations
Deuschel, Jean-Dominique; Stroock, Daniel W. - 1989
Persistent link: https://www.econbiz.de/10009587200
Saved in:
Cover Image
A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hata, Hiroaki; Iida, Yasunari - In: Finance and Stochastics 10 (2006) 3, pp. 395-426
Persistent link: https://www.econbiz.de/10005390698
Saved in:
Cover Image
Large deviations for M-estimators
Arcones, Miguel - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 21-52
Persistent link: https://www.econbiz.de/10005616108
Saved in:
  • First
  • Prev
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...