Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean
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Publication:6541371
DOI10.1007/s10114-023-2157-zzbMath1544.60033MaRDI QIDQ6541371
Shimin Li, Hui Jiang, Wei Gang Wang
Publication date: 17 May 2024
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
parameter estimationmultiple Wiener-Itô integralsCramér-type moderate deviationfractional Ornstein-Uhlenbeck process
Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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