Large deviations for estimators of unknown probabilities, with applications in risk theory

DOI10.1016/j.spl.2010.09.013zbMath1206.62161MaRDI QIDQ617998

Claudio Macci

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.013

zbMATH Keywords

Brownian motion; compound Poisson process; level crossing probability; Varadhan's lemma

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

60F10: Large deviations

62N02: Estimation in survival analysis and censored data

Related Items

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process, Extension of some large deviation results for posterior distributions

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