Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
基本信息来源于合作网站,原文需代理用户跳转至来源网站获取
摘要:
We study deviation inequalities for some quadratic Wiener functionals and moderate deviations for parameter estimators in a linear stochastic differential equation model.Firstly,we give some estimates for Laplace integrals of the quadratic Wiener functionals by calculating the eigenvalues of the associated HilbertSchmidt operators.Then applying the estimates,we establish deviation inequalities for the quadratic functionals and moderate deviation principles for the parameter estimators.