Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
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Publication:5418892
DOI10.1080/03610918.2012.750355zbMATH Open1333.60043OpenAlexW2067670138MaRDI QIDQ5418892FDOQ5418892
Authors: Nenghui Kuang, Bing-quan Liu 
Publication date: 30 May 2014
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.750355
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Cites Work
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- Large deviations in testing fractional Ornstein-Uhlenbeck models
- Moderate deviations of minimum contrast estimators under contamination
- On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
- Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
- Moderate deviations for squared radial Ornstein-Uhlenbeck process
- Moderate deviations for the maximum likelihood estimator
- Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
- The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
Cited In (5)
- Moderate deviations for the moment estimators in Rayleigh distribution with two parameters
- Moderate deviations for parameter estimation in some time inhomogeneous diffusions
- Moderate deviations for multi-dimensional diffusion processes
- Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
- Moderate deviations for statistics of Jacobi process
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