Deviation probability bound for martingales with applications to statistical estimation:
Saved in:
Bibliographic Details
Main Authors: Lipcer, Robert S. 1936- (Author), Spokojnyj, Vladimir G. 1959- (Author)
Format: Book
Language:English
Published: Berlin 1999
Series:Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1999,85
Physical Description:16 S.