Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
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Publication:1645196
DOI10.15559/18-VMSTA102zbMath1391.60100arXiv1806.03842MaRDI 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 estimator; probabilities of large deviations; continuous-time nonlinear regression; jointly strictly sub-Gaussian noise
60G15: Gaussian processes
60G50: Sums of independent random variables; random walks
40A05: Convergence and divergence of series and sequences
65B10: Numerical summation of series
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