Moderate deviations for a class of recursions

DOI10.1016/J.SPL.2013.06.002MaRDI QIDQ2435761zbMATH OpenOpenAlexFDO

Authors Shaochen Wang

Publication date 19 February 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.spl.2013.06.002

zbMATH Keywords

moderate deviationsstochastic recursions

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 1405930 (Why is no real title available?)
• A Stochastic Approximation Method
• Asymptotic Distribution of Stochastic Approximation Procedures
• On a Class of Stochastic Approximation Processes
• On a Stochastic Approximation Method

Cited in

(2)

• Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model
• Moderate deviations for recursive stochastic algorithms

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