The Large Deviation Principle for Stochastic Processes. Part I

By Miguel A. Arcones. 2003

46 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/436f20d25f86a7e367d756d517522510323774aa

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In Finance

1. Xingqiu Zhao
2. Fuqing Gao
3. Shige Peng
4. Jie-Yu Xiong
5. Jianliang Zhai
6. Tusheng Zhang
7. Zhao Dong
8. Xinpeng Li

In Mathematical Physics

1. Xingqiu Zhao
2. Fuqing Gao
3. Sharad Goel

Citations in the corpus

• DELTA METHOD IN LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR ESTIMATORS (2011, methodology): “Comparing with Theorem 2.8 in Arcones (2002), in Theorem 4.7, we remove the condition lim sup n→∞ 1 a2(n) logP(|θn − θ0| > ε) = −∞, which is required by Arcones (2002).”