Large deviation probabilities in estimation of Poisson random measures
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Cited in
(7)- Large deviations for Poisson random measures and processes with independent increments
- Large deviation principle for a mixed fractional and jump diffusion process
- Large deviations for estimators of the parameters of a neuronal response latency model
- Large deviation principle in nonparametric estimation of marked point processes
- Large deviations for Lévy diffusions in the small noise regime
- Functional large deviations for Cox processes and \(Cox / G / \infty\) queues, with a biological application
- The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
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