Deviation Inequalities and Moderate Deviations for Estimators of Parameters in an Ornstein-uhlenbeck Process with Linear Drift
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چکیده
DEVIATION INEQUALITIES AND MODERATE DEVIATIONS FOR ESTIMATORS OF PARAMETERS IN AN ORNSTEIN-UHLENBECK PROCESS WITH LINEAR DRIFT FUQING GAO School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P.R.China email: [email protected] HUI JIANG School of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, P.R.China email: [email protected] Submitted December 29, 2008, accepted in final form April 21, 2009
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تاریخ انتشار 2009