Title of article
Deviation probability bound for martingales with applications to statistical estimation
Author/Authors
R. Liptser، نويسنده , , V. Spokoiny، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2000
Pages
11
From page
347
To page
357
Keywords
Martingale , Deviation probability , Autoregression , Maximum likelihood estimate , Linear di usion
Journal title
Statistics and Probability Letters
Serial Year
2000
Journal title
Statistics and Probability Letters
Record number
139300
Link To Document