Research supported by the National Natural Science Foundation of China (10571139)
We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.
supported by National Natural Science Foundation of China(Grant No.10571139);the Research Foundation of Education Bureau of Hubei Province,China (Grant No.Q200710002)
This paper studies the moderate deviations of real-valued extended negatively dependent(END) random variables with consistently varying tails.The moderate deviations of partial sums are first given.The results are the...
Supported by National Natural Science Foundation of China (Grant No. 10571139)
Let fn be the non-parametric kernel density estimator of directional data based on a kernel function K and a sequence of independent and identically distributed random variables taking values in d-dimensional unit sp...