Moderate deviations for squared radial Ornstein-Uhlenbeck process
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Publication:1026335
DOI10.1016/j.spl.2009.02.011zbMath1163.62309MaRDI QIDQ1026335
Publication date: 24 June 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.02.011
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
60F10: Large deviations
62N05: Reliability and life testing
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Cites Work
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Estimation for Continuous Branching Processes
- A decomposition of Bessel Bridges
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Sharp Large Deviations for the Ornstein--Uhlenbeck Process
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