On large deviations of empirical measures in the τ-topology
We prove a generalization of Sanov's theorem in which the state space S is arbitrary and the set of probability measures on S is endowed with the τ -topology.
1994 ◽
Vol 31
(A)
◽
pp. 41-47
◽
2010 ◽
Vol 31
(2)
◽
pp. 571-597
◽
Keyword(s):
Keyword(s):
Keyword(s):
2021 ◽
Vol 104
◽
pp. 103294
Keyword(s):
Predicting equity premium using dynamic model averaging. Does the state–space representation matter?
2021 ◽
Vol 57
◽
pp. 101442
Keyword(s):
1990 ◽
Vol 112
(1)
◽
pp. 83-87
◽
Keyword(s):