Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

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

zbMATH Keywords

large deviation; diffusion process; random field; quasi-likelihood analysis

Mathematics Subject Classification ID

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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