sharp large deviations
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Sharp Large Deviations for Hyperbolic Flows

Annales Henri Poincaré ◽

10.1007/s00023-020-00956-8 ◽

2020 ◽

Vol 21 (12) ◽

pp. 3791-3834

Author(s):

Vesselin Petkov ◽

Luchezar Stoyanov

Keyword(s):

Large Deviations ◽

Hyperbolic Flows ◽

Sharp Large Deviations

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Small-time moderate deviations for the randomised Heston model

Journal of Applied Probability ◽

10.1017/jpr.2019.73 ◽

2020 ◽

Vol 57 (1) ◽

pp. 19-28

Author(s):

Antoine Jacquier ◽

Fangwei Shi

Keyword(s):

Large Deviations ◽

Moderate Deviations ◽

Heston Model ◽

Sharp Large Deviations

AbstractWe extend previous large deviations results for the randomised Heston model to the case of moderate deviations. The proofs involve the Gärtner–Ellis theorem and sharp large deviations tools.

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Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990058 ◽

2020 ◽

Vol 65 (3) ◽

pp. 454-469

Author(s):

M. du Roy de Chaumaray

Keyword(s):

Large Deviations ◽

Sharp Large Deviations ◽

Drift Parameter

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Sharp large deviations for the drift parameter of the explosive Cox-Ingersoll-Ross process

Теория вероятностей и ее применения ◽

10.4213/tvp5236 ◽

2020 ◽

Vol 65 (3) ◽

pp. 583-601

Author(s):

Marie du Roy de Chaumaray ◽

Marie du Roy de Chaumaray

Keyword(s):

Large Deviations ◽

Sharp Large Deviations ◽

Drift Parameter

В статье рассматривается взрывной процесс Кокса-Ингерсолла-Росса. Устанавливается резкий принцип больших уклонений для оценки максимального правдоподобия параметра сноса.

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Sharp large deviations for a class of normalized L-statistics and applications

Statistical Papers ◽

10.1007/s00362-019-01109-8 ◽

2019 ◽

Author(s):

Hui Jiang ◽

Jin Shao ◽

Qingshan Yang

Keyword(s):

Large Deviations ◽

Sharp Large Deviations

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Spectral estimates for Ruelle operators with two parameters and sharp large deviations

Discrete and Continuous Dynamical Systems ◽

10.3934/dcds.2019277 ◽

2019 ◽

Vol 39 (11) ◽

pp. 6391-6417

Author(s):

Vesselin Petkov ◽

◽

Luchezar Stoyanov ◽

Keyword(s):

Large Deviations ◽

Spectral Estimates ◽

Sharp Large Deviations ◽

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Sharp large deviations for sums of bounded from above random variables

Science China Mathematics ◽

10.1007/s11425-017-9144-9 ◽

2017 ◽

Vol 60 (12) ◽

pp. 2465-2480 ◽

Author(s):

XieQuan Fan

Keyword(s):

Large Deviations ◽

Random Variables ◽

Sharp Large Deviations

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On Sharp Large Deviations for the Bridge of a General Diffusion

Lecture Notes in Mathematics - In Memoriam Marc Yor - Séminaire de Probabilités XLVII ◽

10.1007/978-3-319-18585-9_18 ◽

2015 ◽

pp. 427-441 ◽

Author(s):

Paolo Baldi ◽

Lucia Caramellino ◽

Maurizia Rossi

Keyword(s):

Large Deviations ◽

Sharp Large Deviations

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Sharp large deviations for the log-likelihood ratio of an -Brownian bridge

Statistics & Probability Letters ◽

10.1016/j.spl.2013.06.003 ◽

2013 ◽

Vol 83 (12) ◽

pp. 2750-2758 ◽

Author(s):

Shoujiang Zhao ◽

Yanping Zhou

Keyword(s):

Large Deviations ◽

Likelihood Ratio ◽

Brownian Bridge ◽

Log Likelihood ◽

Log Likelihood Ratio ◽

Sharp Large Deviations

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Sharp large deviations under Bernsteinʼs condition

Comptes Rendus Mathematique ◽

10.1016/j.crma.2013.10.015 ◽

2013 ◽

Vol 351 (21-22) ◽

pp. 845-848 ◽

Author(s):

Xiequan Fan ◽

Ion Grama ◽

Quansheng Liu

Keyword(s):

Large Deviations ◽

Sharp Large Deviations

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