Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions
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Publication:1332319
DOI10.1016/0304-4149(94)90021-3zbMath0801.60023OpenAlexW2020013947MaRDI QIDQ1332319
Publication date: 21 November 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90021-3
Gaussian processeslarge deviationstail probabilitiesrandom time changeBorell inequalityconsistent parameter estimators for diffusion processes
Cites Work
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