Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

Nakahiro Yoshida ()

Annals of the Institute of Statistical Mathematics, 2011, vol. 63, issue 3, 479 pages

Keywords: Large deviation; Quasi-likelihood analysis; Random field; Diffusion process (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10463-009-0263-z

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