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Large deviations and Bahadur efficiency of the Khmaladze-Aki statistic

✍ Scribed by O. A. Podkorytova


Publisher
Springer US
Year
1994
Tongue
English
Weight
272 KB
Volume
68
Category
Article
ISSN
1573-8795

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πŸ“œ SIMILAR VOLUMES


An overview of the theory of large devia
πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 225 KB

chain. The homogeneity of the interest process gives rise to explicit formulae for expected values of some stationary functionals, e.g. moments of a perpetuity. $.\_~\_ Applications are made to some standard forms of insurance.