Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions
type: Item
instance of: scholarly article
title: Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions
zbMATH Open document ID: 0801.60023
DOI: 10.1016/0304-4149(94)90021-3
author: David Levanony
published in: Stochastic Processes and their Applications
publication date: 1994-11-21T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 636190
zbMATH Keywords: tail probabilities
zbMATH Keywords: large deviations
zbMATH Keywords: Borell inequality
zbMATH Keywords: Gaussian processes
zbMATH Keywords: random time change
zbMATH Keywords: consistent parameter estimators for diffusion processes
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)90021-3
OpenAlex ID: W2020013947
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description: scientific article; zbMATH DE number 636190