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

DOI10.1007/s10463-009-0263-zzbMath1333.62224OpenAlexW2171113951MaRDI QIDQ261826

Nakahiro Yoshida

Publication date: 24 March 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0263-z

zbMATH Keywords

large deviationdiffusion processrandom fieldquasi-likelihood analysis

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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