The moderate deviation principle for minimizers of convex processes

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:490

Article

Mao, Mingzhi¹  Luo, Wenqiang¹ 

[1] China Univ Geosci, Sch Math & Phys, Wuhan 430074, Peoples R China

关键词: Moderate deviation;    Convex processes;    Approach of argmins;    Exponential tightness;   

DOI  :  10.1016/j.jmaa.2020.124202

来源: Elsevier

【 摘 要 】

This paper mainly discusses the asymptotic behaviors on the minimizers of convex processes. In view of the convexity argument, it is proved that the minimizers of convex processes with parameterized objective functions satisfy the functional moderate deviation principle. As some applications, the estimators in two basic models (threshold regression models and stochastic dynamical systems) are studied. In particular, the exponential convergence principles on the estimators converging to true parameters are proved. (C) 2020 Elsevier Inc. All rights reserved.

【 授权许可】

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