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Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions


  • Hacène Djellout
  • Arnaud Guillin
  • Liming Wu


No abstract is available for this item.

Suggested Citation

  • Hacène Djellout & Arnaud Guillin & Liming Wu, 1999. "Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 2(3), pages 195-225, October.
  • Handle: RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225
    DOI: 10.1023/A:1009950229386

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    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Djellout, Hacène & Samoura, Yacouba, 2014. "Large and moderate deviations of realized covolatility," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 30-37.
    2. Hui, Jiang, 2010. "Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1297-1305, September.
    3. repec:eee:spapps:v:127:y:2017:i:9:p:2926-2960 is not listed on IDEAS
    4. Gao, Fuqing & Yan, Jun, 2009. "Sample path large and moderate deviations for risk model with delayed claims," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 74-80, August.


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