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  • Search: subject:"deviation probability"
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Year of publication
Subject
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autoregression 2 deviation probability 2 large deviation probability 2 linear diffusion 2 martingale 2 maximum likelihood estimate 2 quasi-increasing 2 regularly varying function 2 Csorgo-Révész increment 1 Gaussian process 1 Gaussian random field 1 modulus of continuity 1 random field 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
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Working Paper 1
Language
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English 3 Undetermined 1
Author
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Choi, Yong-Kab 2 Liptser, R. 2 Spokoiny, Vladimir G. 2 Hwang, Kyo-Shin 1 Moon, Hee-Jin 1 Sung, Hwa-Sang 1
Institution
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Départment des sciences administratives, Université du Québec en Outaouais (UQO) 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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RePAd Working Paper Series 2 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
Source
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RePEc 3 EconStor 1
Showing 1 - 4 of 4
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Deviation probability bound for martingales with applications to statistical estimation
Liptser, R.; Spokoiny, Vladimir G. - 1999
Persistent link: https://www.econbiz.de/10010309988
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Deviation probability bound for martingales with applications to statistical estimation
Liptser, R.; Spokoiny, Vladimir G. - Sonderforschungsbereich 373, Quantifikation und … - 1999
Persistent link: https://www.econbiz.de/10010956410
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Path properties of (N;d)-Gaussian random fields
Choi, Yong-Kab - Départment des sciences administratives, Université … - 2004
In this paper, we investigate several sample path properties on the increments of (N,d)-Gaussian random fields and also we obtain the law of iterated logarithm for the Gaussian random field, via estimating upper and lower bounds of large deviation probabilities on suprema of the (N,d)- Gaussian...
Persistent link: https://www.econbiz.de/10005773144
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On the Csorgo-Révész increments of finite dimensional Gaussian random fields
Choi, Yong-Kab; Sung, Hwa-Sang; Hwang, Kyo-Shin; Moon, … - Départment des sciences administratives, Université … - 2004
In this paper, we establish some limit theorems on the combined Csorgo-Révész increments with moduli of continuity for finite dimensional Gaussian random fields under mild conditions, via estimating upper bounds of large deviation probabilities on suprema of the finite dimensional Gaussian...
Persistent link: https://www.econbiz.de/10005773154
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