On large deviations in estimation problems with dependent observations

MaRDI QIDQ5430657zbMATH OpenFDO

Authors Pavel S. Knopov, E. J. Kasitskaya

Publication date 16 December 2007

zbMATH Keywords

empirical estimateshypermixing

Mathematics Subject Classification ID

Large deviations (60F10) Non-Markovian processes: estimation (62M09) Stochastic programming (90C15)

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Cited in

(2)

• Large deviations for the method of empirical means in stochastic optimization problems with continuous time observations
• On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations

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