Self-normalized Cramér-type moderate deviations for explosive Vasicek model
DOI10.1007/S10959-023-01264-7MaRDI QIDQ6204782FDOQ6204782
Authors: Hui Jiang, Yajuan Pan, Xiao Wei 
Publication date: 2 April 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
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deviation inequalitiesself-normalizedmultiple Wiener-Itô integralsCramér-type moderate deviationexplosive Vasicek model
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