Robust estimates of certain large deviation probabilities for controlled semi-martingales

Banach Center Publications ◽

10.4064/bc105-0-11 ◽

2015 ◽

Vol 105 ◽

pp. 159-192

Author(s):

Hideo Nagai

Keyword(s):

Large Deviation ◽

Robust Estimates ◽

Large Deviation Probabilities

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Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables

Asymptotic Methods in Probability and Statistics with Applications ◽

10.1007/978-1-4612-0209-7_20 ◽

2001 ◽

pp. 277-295

Author(s):

S. V. Nagaev

Keyword(s):

Lower Bounds ◽

Large Deviation ◽

Random Variables ◽

Independent Random Variables ◽

Large Deviation Probabilities

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Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case

Theory of Probability and Its Applications ◽

10.1137/s0040585x97978358 ◽

2001 ◽

Vol 45 (3) ◽

pp. 379-405 ◽

Cited By ~ 5

Author(s):

A. A. Borovkov ◽

D. A. Korshunov

Keyword(s):

Markov Chains ◽

Large Deviation ◽

One Dimensional ◽

Exponential Case ◽

Large Deviation Probabilities

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Large deviation probabilities in estimation of Poisson random measures

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(98)00005-2 ◽

1998 ◽

Vol 76 (1) ◽

pp. 117-139 ◽

Cited By ~ 3

Author(s):

Danielle Florens ◽

Huyên Pham

Keyword(s):

Large Deviation ◽

Random Measures ◽

Poisson Random Measures ◽

Large Deviation Probabilities

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Large deviation probabilities for sums of heavy-tailed dependent random vectors

Communications in Statistics Stochastic Models ◽

10.1080/15326349708807444 ◽

1997 ◽

Vol 13 (4) ◽

pp. 647-660 ◽

Cited By ~ 2

Author(s):

Adam Jakubowski ◽

Alexander. V. Nagaev ◽

Zaigraev Alexander

Keyword(s):

Large Deviation ◽

Random Vectors ◽

Large Deviation Probabilities ◽

Heavy Tailed

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A theorem on large-deviation probabilities for decomposable statistics and its statistical application

Mathematical Notes ◽

10.1007/bf01156472 ◽

1984 ◽

Vol 36 (4) ◽

pp. 800-807 ◽

Cited By ~ 2

Author(s):

A. F. Ronzhin

Keyword(s):

Large Deviation ◽

Statistical Application ◽

Large Deviation Probabilities

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Large deviation probabilities for positive random variables

Proceedings of the American Mathematical Society ◽

10.1090/s0002-9939-1970-0258090-6 ◽

1970 ◽

Vol 24 (2) ◽

pp. 382-382 ◽

Cited By ~ 3

Author(s):

G. R. Andersen

Keyword(s):

Large Deviation ◽

Random Variables ◽

Large Deviation Probabilities

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Large deviation probabilities for certain dependent processes

Journal of Multivariate Analysis ◽

10.1016/0047-259x(81)90081-6 ◽

1981 ◽

Vol 11 (3) ◽

pp. 354-367 ◽

Cited By ~ 2

Author(s):

Kesar Singh

Keyword(s):

Large Deviation ◽

Large Deviation Probabilities ◽

Dependent Processes

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Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions

Journal of Multivariate Analysis ◽

10.1006/jmva.2000.1899 ◽

2000 ◽

Vol 75 (2) ◽

pp. 184-218 ◽

Cited By ~ 5

Author(s):

W.-D Richter ◽

J Schumacher

Keyword(s):

Asymptotic Expansions ◽

Large Deviation ◽

Chi Square ◽

Large Deviation Probabilities

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Large deviation probabilities for order statistics

Naval Research Logistics Quarterly ◽

10.1002/nav.3800180411 ◽

1971 ◽

Vol 18 (4) ◽

pp. 521-523 ◽

Cited By ~ 7

Author(s):

Stephen A. Book

Keyword(s):

Order Statistics ◽

Large Deviation ◽

Large Deviation Probabilities

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Multidimensional Integral Limit Theorems for Large Deviation Probabilities

Theory of Probability and Its Applications ◽

10.1137/1128004 ◽

1984 ◽

Vol 28 (1) ◽

pp. 65-88 ◽

Cited By ~ 5

Author(s):

A. K. Aleshkyavichene

Keyword(s):

Limit Theorems ◽

Large Deviation ◽

Integral Limit ◽

Large Deviation Probabilities ◽

Multidimensional Integral

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