The moderate deviation principle for minimizers of convex processes

DOI10.1016/j.jmaa.2020.124202zbMath1446.60027OpenAlexW3023985587MaRDI QIDQ2190013

Wenqiang Luo, Mingzhi Mao

Publication date: 17 June 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124202

zbMATH Keywords

moderate deviationexponential tightnessconvex processesapproach of argmins

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Cites Work

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