Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151712 | Statistics & Probability Letters | 2014 | 11 Pages |
Abstract
The central limit theorems, the deviation inequality (and large deviation), and the moderate deviations for least squares estimators of parameters in the CIR type model driven byαα-stable noises are established when the dispersion parameter ε→0ε→0 and the discrete observation frequency k→∞k→∞ simultaneously.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Chunhua Ma, Xu Yang,