Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (Q1038957)
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scientific article; zbMATH DE number 5636464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift |
scientific article; zbMATH DE number 5636464 |
Statements
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (English)
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20 November 2009
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deviation inequality
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logarithmic Sobolev inequality
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moderate deviations
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Ornstein- Uhlenbeck process
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