Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators

DOI10.1007/s11425-016-0017-6zbMath1381.60076MaRDI QIDQ1700700

Hui Jiang, Fu Qing Gao

Publication date: 21 February 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-0017-6

zbMATH Keywords

moderate deviations; Laplace integral; quadratic Wiener functional; parameter estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F10: Large deviations

60H07: Stochastic calculus of variations and the Malliavin calculus

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