| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1148270 | Journal of Statistical Planning and Inference | 2009 | 10 Pages |
Abstract
We study moderate deviations for the maximum likelihood estimation of some inhomogeneous diffusions. The moderate deviation principle with explicit rate functions is obtained. Moreover, we apply our result to the parameter estimation in αα-Wiener bridges.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jiang Hui,