Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
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Publication:1038957
DOI10.1214/ECP.v14-1466zbMath1189.60058MaRDI QIDQ1038957
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
logarithmic Sobolev inequality; moderate deviations; deviation inequality; Ornstein- Uhlenbeck process
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
60F10: Large deviations
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