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Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift

   
@article{ECP1466,
	author = {Fuqing Gao and Hui Jiang},
	title = {Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Deviation inequality;logarithmic Sobolev inequality;moderate deviations;Ornstein-Uhlenbeck process},
	abstract = {Some deviation inequalities and moderate deviation principles for the maximum likelihood estimators of parameters in an Ornstein-Uhlenbeck process with linear drift are established by the logarithmic Sobolev inequality and the exponential martingale method.},
	pages = {no. 21, 210-223},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1466},    
        url = {http://ecp.ejpecp.org/article/view/1466}}