Large and moderate deviations for estimators of quadratic variational processes of diffusions.
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Publication:5933678
DOI10.1023/A:1009950229386zbMath1059.60501OpenAlexW1588625436MaRDI QIDQ5933678
Arnaud Guillin, Li-ming Wu, Hacène Djellout
Publication date: 1999
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009950229386
Linear regression; mixed models (62J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
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