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Springer Proceedings in Mathematics & Statistics, 2017, Volume 208, Pages 179–215
DOI: https://doi.org/10.1007/978-3-319-65313-6_8
(Mi spms11)
 

This article is cited in 1 scientific paper (total in 1 paper)

Quadratic Approximation for Log-Likelihood Ratio Processes

A. A. Gushchinab, E. Valkeilac

a Steklov Mathematical Institute, Gubkina 8, 119991 Moscow, Russia
b Laboratory of Stochastic Analysis and its Applications, National Research University Higher School of Economics, Myasnitskaya 20, 101000 Moscow, Russia
c Aalto University, P.O. Box 11100, 00076 Aalto, Finland
Full-text PDF Citations (1)
Funding agency Grant number
Finnish Academy of Science and Letters
Academy of Finland 210465
212875
Ministry of Education and Science of the Russian Federation
Euler International Mathematical Institute Tête-à-tête
This research was supported by Suomalainen Tiedeakatemia (A.A. Gushchin), by Academy of Finland grants 210465 and 212875 (E. Valkeila), and by the program Tête-à-tête in Russia (Euler International Mathematical Institute; both authors). For the first author, this work has been funded by the Russian Academic Excellence Project ‘5-100’.
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Document Type: Article
Language: English
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