Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation

DOI10.1080/07362994.2017.1292855zbMath1374.60034OpenAlexW2602095124MaRDI QIDQ5355178

Hui Jiang, Shaochen Wang, Shimin Li

Publication date: 6 September 2017

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

Full work available at URL: https://doi.org/10.1080/07362994.2017.1292855

zbMATH Keywords

Ornstein-Uhlenbeck processmultiple Wiener-Itô integralsminimum distance estimatormoderate deviation principledeviation inequalities

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic integrals (60H05)

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