Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
Publication:1645196
DOI10.15559/18-VMSTA102zbMath1391.60100arXiv1806.03842OpenAlexW3102682440MaRDI QIDQ1645196
Igor V. Orlovskyi, Alexander V. Ivanov
Publication date: 28 June 2018
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.03842
least squares estimatorprobabilities of large deviationscontinuous-time nonlinear regressionjointly strictly sub-Gaussian noise
Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Convergence and divergence of series and sequences (40A05) Numerical summation of series (65B10)
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Cites Work
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