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Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions

✍ Scribed by Hacène Djellout; Arnaud Guillin; Liming Wu


Book ID
110283713
Publisher
Springer Netherlands
Year
1999
Tongue
English
Weight
179 KB
Volume
2
Category
Article
ISSN
1387-0874

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Large Deviations for Quadratic Forms of
✍ Marguerite Zani 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 178 KB

We are interested in large deviations for consistent statistics which are quadratic forms of Gaussian locally stationary processes in the sense of Dahlhaus.