Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122)
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scientific article; zbMATH DE number 5590528
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| English | Moderate deviations for parameter estimation in some time inhomogeneous diffusions |
scientific article; zbMATH DE number 5590528 |
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Moderate deviations for parameter estimation in some time inhomogeneous diffusions (English)
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5 August 2009
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large deviations
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maximum likelihood estimator
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0.8351081013679504
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0.8153160810470581
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0.8126078248023987
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0.809844970703125
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