Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208)

This paper deals with the asymptotic properties of drift parameter estimations in reflected Ornstein-Uhlenbeck process. It is established by the authors that such estimations have moderate deviations in both cases with one-sided barrier and two-sided barriers. The main methods consist of regenerative process techniques and the strong Markov property, as well as moderate deviations for martingales. The construction uses the refinements of the results by \textit{L. Bo} et al. [Stoch. Dyn. 13, No. 1, Paper No. 1250014, 16 p. (2013; Zbl 1261.60080)] and \textit{Q.-P. Zang} and \textit{L.-X. Zhang} [J. Appl. Probab. 53, No. 1, 22--32 (2016; Zbl 1342.60136)].