Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process

DOI10.1080/03610918.2012.750355zbMath1333.60043MaRDI QIDQ5418892

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

zbMATH Keywords

large deviation; rate function; moderate deviation; Rayleigh diffusion process

Mathematics Subject Classification ID

62F10: Point estimation

60J60: Diffusion processes

60F10: Large deviations

62M02: Markov processes: hypothesis testing

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