Highly Influenced

# Large Deviations Probabilities

@inproceedings{KorostelevLargeDP, title={Large Deviations Probabilities}, author={P. Korostelev and Andrew L. Rukhin} }

The large deviations of recursive minimum contrast estimators are studied and asymptotic optimality of these procedures is investigated. A two-stage decision rule which attains the asymp-totically optimal rate is suggested.