Pages that link to "Item:Q1038957"
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The following pages link to Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (Q1038957):
Displaying 22 items.
- Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
- Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) (← links)
- Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122) (← links)
- Tail distribution estimates for one-dimensional diffusion processes (Q2320182) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
- Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift (Q2804549) (← links)
- Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes (Q3631418) (← links)
- Large deviations in estimation of an Ornstein-Uhlenbeck model (Q4261285) (← links)
- Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift (Q4903037) (← links)
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
- Deviation properties for linear self-attracting diffusion process and applications (Q5038982) (← links)
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
- Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
- Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138) (← links)
- Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)
- Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)
