Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
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Publication:5085215
DOI10.1080/07362994.2021.1950013zbMath1492.60068OpenAlexW3185757503MaRDI QIDQ5085215
Publication date: 27 June 2022
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2021.1950013
multiple Wiener-Itô integralsCramér-type moderate deviationsdeviation inequalityself-repelling diffusion process
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Large deviations (60F10) Stochastic integrals (60H05) Estimation in survival analysis and censored data (62N02)
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