Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (Q1038957): Difference between revisions

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Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
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    Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (English)
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    20 November 2009
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    deviation inequality
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    logarithmic Sobolev inequality
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    moderate deviations
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    Ornstein- Uhlenbeck process
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