Search Results - subject:"Moderate deviation principle"

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

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

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

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