| Título: | Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift |
| Autores: |
Gao, Fuqing; Wuhan University Jiang, Hui; Nanjing University of Aeronautics |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Deviation inequality;logarithmic Sobolev inequality;moderate deviations;Ornstein-Uhlenbeck process 60F12;62F12;62N02 |
| Descripción: | Some deviation inequalities and moderate deviation principles for the maximum likelihood estimators of parameters in an Ornstein-Uhlenbeck process with linear drift are established by the logarithmic Sobolev inequality and the exponential martingale method. |
| Idioma: | No aplica |
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