Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
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- scientific article; zbMATH DE number 2034516
- Parameter estimation for diffusion type processes of observation
Cites work
- scientific article; zbMATH DE number 1432782 (Why is no real title available?)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
- Large and moderate deviations in testing Rayleigh diffusion model
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Large deviations for statistics of the Jacobi process
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Large deviations in testing fractional Ornstein-Uhlenbeck models
- Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
- Moderate deviations for squared radial Ornstein-Uhlenbeck process
- Moderate deviations for the maximum likelihood estimator
- Moderate deviations of minimum contrast estimators under contamination
- On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
- Parameter estimation in stochastic differential equations.
- Sharp Large Deviations for the Ornstein--Uhlenbeck Process
- Some remarks on the Rayleigh process
- The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
- Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
Cited in
(6)- Moderate deviations for the moment estimators in Rayleigh distribution with two parameters
- Moderate deviations for parameter estimation in some time inhomogeneous diffusions
- Moderate deviations for multi-dimensional diffusion processes
- Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
- Berry-Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process
- Moderate deviations for statistics of Jacobi process
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