Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
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Publication:5418892
DOI10.1080/03610918.2012.750355zbMath1333.60043OpenAlexW2067670138MaRDI QIDQ5418892
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
Point estimation (62F10) Diffusion processes (60J60) Large deviations (60F10) Markov processes: hypothesis testing (62M02)
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