Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process (Q5418892): Difference between revisions

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+Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
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+Sharp Large Deviations for the Ornstein--Uhlenbeck Process
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+Parameter estimation in stochastic differential equations.
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+Large deviations in testing fractional Ornstein-Uhlenbeck models
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+Large deviations for statistics of the Jacobi process
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+Large deviations in estimation of an Ornstein-Uhlenbeck model
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+Moderate deviations for the maximum likelihood estimator
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+Moderate deviations for squared radial Ornstein-Uhlenbeck process
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+Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
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+Some remarks on the Rayleigh process
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+The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
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+Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
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+On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
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+Moderate deviations of minimum contrast estimators under contamination
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+Large and moderate deviations in testing Rayleigh diffusion model
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+Q4947392
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+Large deviations for squared radial Ornstein-Uhlenbeck processes.
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