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Limit theorems for extreme value estimates of point processes boundaries
We give sufficient conditions to establish central limit theorems and moderate deviation principles for support estimates of Poisson point processes- . The considered... -
Deviation inequalities, moderate deviations principle and some limit theorems...
The explicit control of the convergence of properly normalized sums of random variables, as well as the study of moderate deviation principle associated with these... -
Large and moderate deviations of realized covolatility
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