On large deviations in testing Ornstein–Uhlenbeck-type models-Reference-Cited by-同舟云学术

On large deviations in testing Ornstein–Uhlenbeck-type models

Published:2007-05-23 Issue:2 Volume:11 Page:143-155
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Infer Stoch Process

Author:

Gapeev Pavel V.,Küchler Uwe

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11203-007-9012-1.pdf

Reference29 articles.

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4. Bahadur RR, Zabell SL, Gupta JC (1980) Large deviations, tests and estimates. In: Chakravarti IM (ed) Asymptotic theory of statistical tests and estimation. Volume in Honor of Wassily Hoeffding. Academic Press, New York, pp. 33–64

5. Björk T (1997) Interest rate theory. In: Rungaldier W (ed) Financial mathematics Lecture notes in mathematics 1656 Springer, Berlin

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