Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
type: Item
instance of: scholarly article
title: Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
zbMATH Open document ID: 1240.60046
DOI: 10.1016/S0252-9602(10)60110-5
author: Baobin Wang
author: Fuqing Gao
author: Hui Jiang
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2011-07-19T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 5926679
zbMATH Keywords: large deviations
zbMATH Keywords: moderate deviations
zbMATH Keywords: Ornstein-Uhlenbeck process
MaRDI profile type: Publication
full work available at URL: s0252-9602(10)60110-5
OpenAlex ID: W2062687906
description: scientific article; zbMATH DE number 5926679