Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
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Publication:261826
DOI10.1007/s10463-009-0263-zzbMath1333.62224MaRDI QIDQ261826
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
62M40: Random fields; image analysis
62M09: Non-Markovian processes: estimation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F10: Large deviations
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