Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process
DOI10.1007/s10959-021-01096-3zbMath1492.60065OpenAlexW3155296239MaRDI QIDQ2135208
Publication date: 4 May 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-021-01096-3
maximum likelihood estimatorregenerative processstrong Markov propertymoderate deviation principlereflected Ornstein-Uhlenbeck process
Markov processes: estimation; hidden Markov models (62M05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Large deviations (60F10)
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Cites Work
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