Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions
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References listed on IDEAS
- Terrin, Norma & Hurvich, Clifford M., 1994. "An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series," Stochastic Processes and their Applications, Elsevier, vol. 54(2), pages 297-307, December.
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- Djellout, Hacène & Samoura, Yacouba, 2014. "Large and moderate deviations of realized covolatility," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 30-37.
- 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.
- 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.
- repec:eee:spapps:v:127:y:2017:i:9:p:2926-2960 is not listed on IDEAS
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Keywordslarge deviation; moderate deviation; quadratic variational process;
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