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• W4281973180 abstract "In this paper, we study explicitly the deviation properties, including the deviation inequalities and Cramér-type moderate deviations, for some quadratic functionals of linear self-attracting diffusion process. As applications, Cramér-type moderate deviations for the log-likelihood ratio process and drift parameter estimator are obtained. The main methods consist of the deviation inequalities and Cramér-type moderate deviations for multiple Wiener–Itô integrals, as well as the asymptotic analysis techniques." @default.
• W4281973180 created "2022-06-13" @default.
• W4281973180 creator A5027170431 @default.
• W4281973180 creator A5088214603 @default.
• W4281973180 date "2022-07-25" @default.
• W4281973180 modified "2023-09-30" @default.
• W4281973180 title "Deviation properties for linear self-attracting diffusion process and applications" @default.
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• W4281973180 doi "https://doi.org/10.1142/s0219493722500289" @default.
• W4281973180 hasPublicationYear "2022" @default.
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