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Moderate Deviations for Martingales with Bounded Jumps
2 references·2 citing·17 second hop
Moderate Deviations for Martingales with Bounded Jumps (1996)Moderate Deviations for Martingales with …Theory of Martingales (1989)Theory of MartingalesLimit Theorems for Stochastic Processes (1987)Limit Theorems for Stochastic…Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (2009)Deviation inequalities and mo…Large deviations, moderate deviations, and queues with long-range dependent input (1999)Large deviations, moderate de…Fractional Brownian Motions, Fractional Noises and Applications (1968)Brownian Motion and Stochastic Flow Systems. (1987)Statistics for Long-Memory Processes. (1996)A general framework for deterministic service guarantees in telecommunication networks with variable length packets (2001)Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks (2001)Conditional limit theorems for regulated fractional Brownian motion (2009)Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Brownian Motion (1999)Statistical inference for diffusion type processes (1999)Parameter estimation for the non-stationary Ornstein–Uhlenbeck process with linear drift (2014)Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (2018)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Mixed Fractional Brownian Motion (2001)Arbitrage in fractional Brownian motion models (2003)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Arbitrage Theory in Continuous Time (1998)Variance Risk Premiums (2008)
this work references cited by second hop

References

  • 1987Limit Theorems for Stochastic Processes1,329 cited
  • 1989Theory of Martingales956 cited

Cited by

  • 2009Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift29 cited
  • 1999Large deviations, moderate deviations, and queues with long-range dependent input18 cited

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