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
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
Journal title :
Journal of Statistical Planning and Inference