Moderate deviations for parameter estimation in some time inhomogeneous diffusions
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Publication:2272122
DOI10.1016/j.jspi.2009.04.015zbMath1168.62374MaRDI QIDQ2272122
Publication date: 5 August 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.04.015
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
60F15: Strong limit theorems
60F10: Large deviations
Related Items
Large and moderate deviations in testing time inhomogeneous diffusions, Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications, Large deviations for parameter estimators of \(\alpha\)-Brownian bridge, A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes
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