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• W2757493669 abstract "Consider two sequences of bounded random variables, a value and a timing process, that satisfy the large deviation principle (LDP) with rate-function J(·,·) and whose cumulative process satisfies the LDP with rate-function I(·). Under mixing conditions, an LDP for estimates of Iconstructed by transforming an estimate of J is proved. For the case of cumulative renewal processes it is demonstrated that this approach is favorable to a more direct method as it ensures the laws of the estimates converge weakly to a Dirac measure at I." @default.
• W2757493669 created "2017-10-06" @default.
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• W2757493669 date "2005-12-01" @default.
• W2757493669 modified "2023-09-23" @default.
• W2757493669 title "How to estimate a cumulative process’s rate-function" @default.
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• W2757493669 hasPublicationYear "2005" @default.
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