Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation (Q5355178)
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scientific article; zbMATH DE number 6770312
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| English | Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation |
scientific article; zbMATH DE number 6770312 |
Statements
Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation (English)
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6 September 2017
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deviation inequalities
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minimum distance estimator
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moderate deviation principle
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multiple Wiener-Itô integrals
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Ornstein-Uhlenbeck process
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0.9315896
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0.8882172
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0.8877911
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0.88756776
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0.88586956
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0.88336843
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0.8816034
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