Pages that link to "Item:Q4830815"

The following pages link to The Large Deviation Principle for Stochastic Processes. Part I (Q4830815):

Displaying 15 items.

• Delta method in large deviations and moderate deviations for estimators (Q548555) (← links)
• Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
• Moderate deviation principle for \(m\)-dependent random variables (Q1754536) (← links)
• A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
• A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process (Q1951788) (← links)
• Non standard functional limit laws for the increments of the compound empirical distribution function (Q1952102) (← links)
• Large deviations for M-estimators (Q2502131) (← links)
• A note on large deviation principles in Schauder decomposable spaces (Q2504722) (← links)
• Moderate deviations for martingale differences and applications to φ -mixing sequences (Q3148774) (← links)
• Moderate deviations of functional of Markov Processes (Q3451719) (← links)
• The large deviation principle for certain series (Q4671815) (← links)
• Moderate deviation principles for trajectories of sums of independent Banach space valued random variables (Q4806470) (← links)
• A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property (Q5252473) (← links)
• Large and moderate deviations for the left random walk on GL d (R) (Q5346034) (← links)
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data (Q6497054) (← links)