Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
type: Item
instance of: scholarly article
title: Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
zbMATH Open document ID: 1189.60058
author: Hui Jiang
author: Fuqing Gao
published in: Electronic Communications in Probability
publication date: 2009-11-20T00:00:00Z
full work available at URL: https://eudml.org/doc/233118
full work available at URL: viewarticle4895.html
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 5636464
zbMATH Keywords: deviation inequality
zbMATH Keywords: logarithmic Sobolev inequality
zbMATH Keywords: moderate deviations
zbMATH Keywords: Ornstein- Uhlenbeck process
MaRDI profile type: Publication
OpenAlex ID: W2106441137
DOI: 10.1214/ECP.V14-1466
description: scientific article; zbMATH DE number 5636464