Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
From MaRDI portal
Publication:1700700
DOI10.1007/s11425-016-0017-6zbMath1381.60076OpenAlexW2590411176MaRDI QIDQ1700700
Publication date: 21 February 2018
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-016-0017-6
Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (10)
Deviation properties for linear self-attracting diffusion process and applications ⋮ Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process ⋮ Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process ⋮ An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process ⋮ Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations ⋮ Moderate deviations for the mildly stationary autoregressive model with dependent errors ⋮ Self-normalized Cramér-type moderate deviations for explosive Vasicek model ⋮ Moderate deviations for estimators under exponentially stochastic differentiability conditions ⋮ Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process ⋮ Large deviations of the entropy production rate for a class of Gaussian processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals
- Large and moderate deviations in testing time inhomogeneous diffusions
- Delta method in large deviations and moderate deviations for estimators
- Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
- Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
- Large deviations in testing Jacobi model
- Wiener functionals of second order and their Lévy measures
- On Wiener functionals of order 2 associated with soliton solutions of the KdV equation
- Moderate deviations for martingales and mixing random processes
- Moderate deviations for martingales with bounded jumps
- Moderate deviations and hypothesis testing for signal detection problem
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
- On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
- Examples of moderate deviation principle for diffusion processes
- Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Large deviations for the Ornstein-Uhlenbeck process with shift
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Sharp Large Deviations for the Ornstein--Uhlenbeck Process
- Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
- Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
- A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process
- Wiener chaos and the Cox–Ingersoll–Ross model
This page was built for publication: Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
