scientific article; zbMATH DE number 7494902

DOI10.1360/N012018-00050zbMATH Open1499.62101MaRDI QIDQ5064209

Hui Jiang, Weigang Wang

Publication date: 21 March 2022

Title of this publication is not available (Why is that?)

zbMATH Keywords

least squares estimatorCramér-type moderate deviationsmultiple Wiener-Itô integralfractional Ornstein-Uhlenbeck process of the second kind

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10)

Related Items (1)

Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process

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