Results 271 to 280 of about 319,252 (292)

A Local Limit Theorem for Moderate Deviations

Bulletin of the London Mathematical Society, 2001
The author establishes a uniform estimate for the mass function \(P(S_m =y)\) of an integer-valued random walk when \(y\to\infty\) and \((y-m\mu)/ \sqrt{m} \to \infty,\) where \(\mu\) is the mean of the step distribution. The assumptions are that the mass function \(p\) of the step distribution is regularly varying at \(\infty\) with \(-\kappa\), where
openaire   +1 more source

Moderate Deviations

2011
Louis H. Y. Chen, Larry Goldstein, Qi-Man Shao   +2 more
openaire   +2 more sources

Delta method in large deviations and moderate deviations for estimators

Annals of Statistics, 2011
Fuqing Gao, Xingqiu Zhao
exaly  

Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process

Acta Mathematica Scientia, 2010
Gao Fuqing
exaly  

Moderate Deviations

2012
openaire   +1 more source

Large and moderate deviations in testing time inhomogeneous diffusions

Journal of Statistical Planning and Inference, 2011
Shoujiang Zhao
exaly  

LARGE AND MODERATE DEVIATIONS PRINCIPLES FOR KERNEL ESTIMATION OF A MULTIVARIATE DENSITY AND ITS PARTIAL DERIVATIVES

Australian and New Zealand Journal of Statistics, 2005
Mariane Pelletier
exaly  

Moderate deviations for a nonparametric estimator of sample coverage

Annals of Statistics, 2013
Fuqing Gao
exaly  

Moderate deviations for empirical measures of Markov chains: lower bounds

Annals of Probability, 1997
A De Acosta
exaly  

Moderate deviations for martingale differences and applications to φ -mixing sequences

Stochastic and Stochastics Reports, 2002
Hacène Djellout
exaly