Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process

DOI10.1080/03610918.2012.750355zbMath1333.60043OpenAlexW2067670138MaRDI QIDQ5418892

Nenghui Kuang, Bing-quan Liu

Publication date: 30 May 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.750355

zbMATH Keywords

large deviationrate functionmoderate deviationRayleigh diffusion process

Mathematics Subject Classification ID

Point estimation (62F10) Diffusion processes (60J60) Large deviations (60F10) Markov processes: hypothesis testing (62M02)

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