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
Keywords :
Martingale , Deviation probability , Autoregression , Maximum likelihood estimate , Linear di usion
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
