Moderate deviations for statistics of Jacobi process

MaRDI QIDQ3572531zbMATH OpenFDO

Authors Hui Jiang, Shoujiang Zhao, Fuqing Gao

Publication date 8 July 2010

zbMATH Keywords

Jacobi processlarge deviationsmoderate deviationssquared Bessel process

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Large deviations (60F10) Foundations of stochastic processes (60G05) Asymptotic properties of parametric estimators (62F12)

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Cited in

(5)

• Large deviations for statistics of the Jacobi process
• Large deviations in testing Jacobi model
• Moderate deviations for multi-dimensional diffusion processes
• An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process
• Moderate deviations for the Bessel clock

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