Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
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Publication:551408
DOI10.1016/S0252-9602(10)60110-5zbMath1240.60046OpenAlexW2062687906MaRDI QIDQ551408
Baobin Wang, Hui Jiang, Fu Qing Gao
Publication date: 19 July 2011
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60110-5
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)
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