文章基本信息

标题：Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
本地全文：下载
作者：Gao, Fuqing ; Jiang, Hui
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2009
卷号：14
页码：210-223
DOI：10.1214/ECP.v14-1466
出版社：Electronic Communications in Probability
摘要：Some deviation inequalities and moderate deviation principles for the maximum likelihood estimators of parameters in an Ornstein-Uhlenbeck process with linear drift are established by the logarithmic Sobolev inequality and the exponential martingale method.
关键词：Deviation inequality;logarithmic Sobolev inequality;moderate deviations;Ornstein-Uhlenbeck process;60F12;62F12;62N02