**Authors: **[tex2html_wrap4420]*D. Levanony*

**Investigator username:** levanony

**Category: ** systems and control theory

**Subcategory:**

Rates of convergence of strongly consistent parameter estimates in
diffusion processes are studied via large deviations (LD) laws for the
suprema of the estimation error's tail processes. Such measures of
convergence rates are considerably stronger than the widely used central
limit theorems. First, *conditional* LD limits are obtained in an
indirect way, by utilizing a general martingale law. Those are then
applied to derive simple stopping rules which have direct practical
significance.

baron@cim.mcgill.ca