Moderate deviations for a class of recursions

DOI10.1016/J.SPL.2013.06.002zbMath1288.60033OpenAlexW2003104482MaRDI QIDQ2435761

Shaochen Wang

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.002

zbMATH Keywords

moderate deviationsstochastic recursions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (1)

Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model

Cites Work

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• On a Class of Stochastic Approximation Processes
• Asymptotic Distribution of Stochastic Approximation Procedures
• A Stochastic Approximation Method
• On a Stochastic Approximation Method

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