scientific article; zbMATH DE number 5769425

MaRDI QIDQ3580326zbMATH OpenFDO

Authors Yoshihide Kakizawa

Publication date 12 August 2010

zbMATH Keywords

moderate deviationOrnstein-Uhlenbeck diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(5)

• Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process
• EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE
• Modeling of Material Wastage by Ornstein-Uhlenbeck Process
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process
• Cramér-type moderate deviations of drift estimation in the stochastic heat equation

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