Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.
Gao, Fuqing ; Jiang, Hui
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 210-223 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:233118 
@article{05636464,
     title = {Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {210-223},
     zbl = {1189.60058},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636464}
}

Gao, Fuqing; Jiang, Hui. Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 210-223. http://gdmltest.u-ga.fr/item/05636464/