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   Articles with "certain gaussian" as a keyword



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Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation

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recommendations! Published in 2017 at "Stochastic Analysis and Applications"

DOI: 10.1080/07362994.2017.1292855

Abstract: ABSTRACT In this article, we study the deviation inequalities, moderate deviation principle (MDP) and Berry–Esseen bounds for certain Gaussian functionals arising from the Ornstein-Uhlenbeck process without tears. As an application, several asymptotic properties for the… read more here.

Keywords: deviation; inequalities moderate; moderate deviation; deviation inequalities ... See more keywords