Statistics & Probability Letters · 1993 · 26 citations · 3 references
Natural SciencesMathematicsProbability TheoryStochastic ProcessesTime Series AnalysisLarge DeviationsStochastic Differential EquationsVolatility ModelingAutoregressive ModelsAutoregressive ProcessesFunctional Autoregressive ModelsLarge Deviation InequalitiesLarge Deviation PrinciplesLarge Deviations PrinciplePathwise Large Deviations
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