MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS  

作　　者：高付清 蒋辉 汪宝彬 

机构地区：[1]School of Mathematics and Statistics, Wuhan University [2]Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences

出　　处：《Acta Mathematica Scientia》2010年第4期1125-1133,共9页数学物理学报（B辑英文版）

基　　金：Research supported by the National Natural Science Foundation of China (10571139)

摘　　要：We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.

关 键 词：Large deviations moderate deviations Ornstein-Uhlenbeck process 

分 类 号：O211.67[理学—概率论与数理统计]