Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions (Q1332319)
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| Language | Label | Description | Also known as |
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| English | Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions |
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Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions (English)
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21 November 1994
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tail probabilities
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large deviations
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Borell inequality
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Gaussian processes
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random time change
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consistent parameter estimators for diffusion processes
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