Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators

作     者：GAO FuQing JIANG Hui 

作者机构：School of Mathematics and Statistics Wuhan University Wuhan 430072 China Hubei Key Laboratory of Computational Science Wuhan University Wuhan 430072 China Department of Mathematics Nanjing University of Aeronautics and Astronautics Nanjing 210016 China 

出 版 物：《Science China Mathematics》 (中国科学：数学（英文版）)

年 卷 期：2017年第60卷第7期

页      面：1181-1196页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

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) 

主　　题：quadratic Winer functional Laplace integral moderate deviations parameter estimator 

摘      要：We study deviation inequalities for some quadratic Wiener functionals and moderate deviations for parameter estimators in a linear stochastic differential equation ***,we give some estimates for Laplace integrals of the quadratic Wiener functionals by calculating the eigenvalues of the associated HilbertSchmidt *** applying the estimates,we establish deviation inequalities for the quadratic functionals and moderate deviation principles for the parameter estimators.