Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490): Difference between revisions

@@ Property / cites work @@
+Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind
+Normal rank
@@ Property / cites work @@
+On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases
+Normal rank
@@ Property / cites work @@
+Sharp Large Deviations for the Ornstein--Uhlenbeck Process
+Normal rank
@@ Property / cites work @@
+Large deviations for the Ornstein-Uhlenbeck process with shift
+Normal rank
@@ Property / cites work @@
+Large deviations for the Ornstein-Uhlenbeck process without tears
+Normal rank
@@ Property / cites work @@
+Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
+Normal rank
@@ Property / cites work @@
+Parameter estimation for some non-recurrent solutions of SDE
+Normal rank
@@ Property / cites work @@
+Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise
+Normal rank
@@ Property / cites work @@
+Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind
+Normal rank
@@ Property / cites work @@
+Some comments concerning a curious singularity
@@ Property / cites work: Some comments concerning a curious singularity / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations in estimation of an Ornstein-Uhlenbeck model
+Normal rank
@@ Property / cites work @@
+Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
+Normal rank
@@ Property / cites work @@
+Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
+Normal rank
@@ Property / cites work @@
+Moderate deviations and nonparametric inference for monotone functions
+Normal rank
@@ Property / cites work @@
+Examples of moderate deviation principle for diffusion processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
+Normal rank
@@ Property / cites work @@
+Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift
+Normal rank
@@ Property / cites work @@
+Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Tail behaviour of multiple random integrals and \(U\)-statistics
+Normal rank
@@ Property / cites work @@
+On a multivariate version of Bernstein's inequality
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Large and moderate deviations upper bounds for the Gaussian autoregressive process
+Normal rank
@@ Property / cites work @@
+A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes
+Normal rank