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Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators 被引量:4

Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
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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. 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.
出处 《Science China Mathematics》 SCIE CSCD 2017年第7期1181-1196,共16页 中国科学:数学(英文版)
基金 National Natural Science Foundation of China(Grant Nos. 11171262,11571262 and 11101210) the Specialized Research Fund for the Doctoral Program of Higher Education of China(Grant No.20130141110076) the Fundamental Research Funds for the Central Universities(Grant No.NS2015074) China Postdoctoral Science Foundation(Grant Nos.2013M531341 and 2016T90450)
关键词 quadratic Winer functional Laplace integral moderate deviations parameter estimator quadratic Winer functional Laplace integral moderate deviations parameter estimator
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