Moderate deviations for squared radial Ornstein-Uhlenbeck process
We study moderate deviations for maximum likelihood estimators of parameters in generalized squared radial Ornstein-Uhlenbeck processes. The moderate deviation principles of the two parameters are established.
Year of publication: |
2009
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Authors: | Gao, Fuqing ; Jiang, Hui |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 11, p. 1378-1386
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Publisher: |
Elsevier |
Saved in:
Online Resource
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