Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490)
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scientific article; zbMATH DE number 7553639
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| English | Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7553639 |
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Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (English)
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5 July 2022
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deviation inequalities
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maximum likelihood estimator
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moderate deviation principle
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multiple Wiener-Itô integrals
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non-stationary Ornstein-Uhlenbeck process
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0.9535886
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0.9449394
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0.9044468
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0.90376997
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0.8934327
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