How to estimate the rate function of a cumulative process

DOI10.1239/JAP/1134587815zbMATH Open1092.62080OpenAlexW2049818852MaRDI QIDQ5476147FDOQ5476147

Authors: Ken R. Duffy, Anthony Metcalfe 

Publication date: 29 June 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1134587815

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zbMATH Keywords

estimating large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Non-Markovian processes: estimation (62M09) Renewal theory (60K05)

Cites Work

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Cited In (5)

• The explicit form of the rate function for semi-Markov processes and its contractions
• Asymptotic deviation bounds for cumulative processes
• Large deviation probabilities in estimation of Poisson random measures
• Some familiar examples for which the large deviation principle does not hold
• The Large Deviations of Estimating Rate Functions

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