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.