Title of article
Moderate deviations for parameter estimation in some time inhomogeneous diffusions
Author/Authors
Hui، نويسنده , , Jiang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
10
From page
3665
To page
3674
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 α -Wiener bridges.
Keywords
Large deviations , Moderate deviations , Inhomogeneous diffusion , Maximum likelihood estimator
Journal title
Journal of Statistical Planning and Inference
Serial Year
2009
Journal title
Journal of Statistical Planning and Inference
Record number
2220299
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