Acta mathematica scientia, Series B >
MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS
Received date: 2007-12-18
Revised date: 2008-10-06
Online published: 2010-07-20
Supported by
Research supported by the National Natural Science Foundation of China (10571139)
We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.
GAO Fu-Qing , JIANG Hui , WANG Bao-Bin . MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS[J]. Acta mathematica scientia, Series B, 2010 , 30(4) : 1125 -1133 . DOI: 10.1016/S0252-9602(10)60110-5
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