Article ID Journal Published Year Pages File Type
1154142 Statistics & Probability Letters 2009 9 Pages PDF
Abstract
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.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Moderate deviations for squared radial Ornstein-Uhlenbeck process
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