The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772): Difference between revisions

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+Sharp Large Deviations for the Ornstein--Uhlenbeck Process
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+Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
+Normal rank
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+Q2736834
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+Normal rank
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+Q3802321
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+Normal rank
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+Convergence Rates for Probabilities of Moderate Deviations
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+Large deviations in estimation of an Ornstein-Uhlenbeck model
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+Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
+Normal rank
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+Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
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+Examples of moderate deviation principle for diffusion processes
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+Precise asymptotics in the Baum-Katz and Davis laws of large numbers
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+Precise asymptotics in the law of the iterated logarithm.
+Normal rank
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+On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
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+A nonuniform bound on the rate of convergence in the martingale central limit theorem
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+On cusp estimation of ergodic diffusion process
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+Normal rank
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+Precise asymptotics for a new kind of complete moment convergence
+Normal rank
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+Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables
+Normal rank
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+Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
+Normal rank
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+Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes
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+Precise rates in the law of logarithm for i.i.d. random variables
+Normal rank
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+Precise asymptotics in the self-normalized law of the iterated logarithm
+Normal rank
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+A limit theorem for the moment of self-normalized sums
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+Precise asymptotics in complete moment convergence for self-normalized sums
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