Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 210-223
- ISSN: 1083-589X
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topGao, Fuqing, and Jiang, Hui. "Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.." Electronic Communications in Probability [electronic only] 14 (2009): 210-223. <http://eudml.org/doc/233118>.
@article{Gao2009,
author = {Gao, Fuqing, Jiang, Hui},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {deviation inequality; logarithmic Sobolev inequality; moderate deviations; Ornstein- Uhlenbeck process},
language = {eng},
pages = {210-223},
publisher = {University of Washington},
title = {Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.},
url = {http://eudml.org/doc/233118},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Gao, Fuqing
AU - Jiang, Hui
TI - Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 210
EP - 223
LA - eng
KW - deviation inequality; logarithmic Sobolev inequality; moderate deviations; Ornstein- Uhlenbeck process
UR - http://eudml.org/doc/233118
ER -
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