Moderate deviations for squared radial Ornstein-Uhlenbeck process

被引：11

作者：

Gao, Fuqing ^{[1
]}

Jiang, Hui ^{[1
]}

机构：

[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 11期

基金：

中国国家自然科学基金;

关键词：

D O I：

10.1016/j.spl.2009.02.011

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study moderate deviations for maximum likelihood estimators of parameters in generalized squared radial Ornstein-Uhlenbeck processes. The moderate deviation principles of the two parameters are established. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：1378 / 1386

页数：9

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