Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift

DOI10.1214/ECP.v14-1466zbMath1189.60058OpenAlexW2106441137MaRDI QIDQ1038957

Hui Jiang, Fu Qing Gao

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/233118

zbMATH Keywords

logarithmic Sobolev inequalitymoderate deviationsdeviation inequalityOrnstein- Uhlenbeck process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

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