Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782)
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scientific article; zbMATH DE number 7826594
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| English | Self-normalized Cramér-type moderate deviations for explosive Vasicek model |
scientific article; zbMATH DE number 7826594 |
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Self-normalized Cramér-type moderate deviations for explosive Vasicek model (English)
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2 April 2024
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Cramér-type moderate deviation
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deviation inequalities
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explosive Vasicek model
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multiple Wiener-Itô integrals
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self-normalized
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0.8199326395988464
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0.7685543298721313
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0.7492897510528564
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0.7472187280654907
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0.7443334460258484
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