Deviation inequalities and Cramer-type moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck process of the second kind (Q5064209)
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scientific article; zbMATH DE number 7494902
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| English | Deviation inequalities and Cramer-type moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck process of the second kind |
scientific article; zbMATH DE number 7494902 |
Statements
21 March 2022
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Cramér-type moderate deviations
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fractional Ornstein-Uhlenbeck process of the second kind
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least squares estimator
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multiple Wiener-Itô integral
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0.872577965259552
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0.8619970679283142
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0.8537131547927856
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0.8380722403526306
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