Deviation inequalities for quadratic Wiener functionals and moderate deviations for 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 ass...
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| Veröffentlicht in: | Science China. Mathematics 2017-07, Vol.60 (7), p.1181-1196 |
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| container_title | Science China. Mathematics |
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| creator | Gao, FuQing Jiang, Hui |
| description | 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. |
| doi_str_mv | 10.1007/s11425-016-0017-6 |
| format | Article |
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Mathematics</title><addtitle>Sci. China Math</addtitle><addtitle>SCIENCE CHINA Mathematics</addtitle><description>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.</description><subject>Applications of Mathematics</subject><subject>Deviation</subject><subject>Differential equations</subject><subject>Eigenvalues</subject><subject>Estimates</subject><subject>Estimators</subject><subject>Functionals</subject><subject>Inequalities</subject><subject>Integrals</subject><subject>Mathematics</subject><subject>Mathematics and Statistics</subject><subject>Operators (mathematics)</subject><subject>Probability theory</subject><issn>1674-7283</issn><issn>1869-1862</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2017</creationdate><recordtype>article</recordtype><recordid>eNp9kE9PAyEQxYnRxKb2A3jb6HmVgV1Yjqb-TZp40XgkLMy227RLC1sTv71sthpPcoAhvN-b4RFyCfQGKJW3EaBgZU5B5JSCzMUJmUAlVJ42dppqIYtcsoqfk1mMa5oWV7SQfEJW9_jZmr71XdZ2uD-YTdu3GLPGhyzdXEhvNvtoscOQNYfODlKziZnpXLb1DpMAM_djMoI7E8wW-0Rg7Nut6X2IF-SsSRzOjueUvD8-vM2f88Xr08v8bpFbXvA-tygEYCmbCmvJa1XKmpbSWUUFFYoxLGyNrKobMEoo13Am6sIBOOsMliXwKbkefXfB7w-pv177QxhG1qCAqUoCk0kFo8oGH2PARu9CGjR8aaB6yFSPmeqUqR4y1SIxbGRi0nZLDH-c_4Gujo1WvlvuE_fbSUhWqOFf_Btvx4bt</recordid><startdate>20170701</startdate><enddate>20170701</enddate><creator>Gao, FuQing</creator><creator>Jiang, Hui</creator><general>Science China Press</general><general>Springer Nature B.V</general><scope>2RA</scope><scope>92L</scope><scope>CQIGP</scope><scope>~WA</scope><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>20170701</creationdate><title>Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators</title><author>Gao, FuQing ; Jiang, Hui</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c343t-ce661e57f8eb73b957b057dc90606922e4cbe28bf1a969df326b4d11dcdae5513</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2017</creationdate><topic>Applications of Mathematics</topic><topic>Deviation</topic><topic>Differential equations</topic><topic>Eigenvalues</topic><topic>Estimates</topic><topic>Estimators</topic><topic>Functionals</topic><topic>Inequalities</topic><topic>Integrals</topic><topic>Mathematics</topic><topic>Mathematics and Statistics</topic><topic>Operators (mathematics)</topic><topic>Probability theory</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Gao, FuQing</creatorcontrib><creatorcontrib>Jiang, Hui</creatorcontrib><collection>中文科技期刊数据库</collection><collection>中文科技期刊数据库-CALIS站点</collection><collection>中文科技期刊数据库-7.0平台</collection><collection>中文科技期刊数据库- 镜像站点</collection><collection>CrossRef</collection><jtitle>Science China. 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| issn | 1674-7283 1869-1862 |
| language | eng |
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| subjects | Applications of Mathematics Deviation Differential equations Eigenvalues Estimates Estimators Functionals Inequalities Integrals Mathematics Mathematics and Statistics Operators (mathematics) Probability theory |
| title | Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators |
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