How to estimate the rate function of a cumulative process
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Publication:5476147
DOI10.1239/jap/1134587815zbMath1092.62080OpenAlexW2049818852MaRDI QIDQ5476147
Ken R. Duffy, Anthony P. Metcalfe
Publication date: 29 June 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1134587815
Related Items (2)
Asymptotic deviation bounds for cumulative processes ⋮ The explicit form of the rate function for semi-Markov processes and its contractions
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