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MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS |
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| Authors: | Gao Fuqing Jiang Hui Wang Baobin |
| Institution: | [1]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China [2]Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences, Wuhan 430071, China |
| Abstract: | We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained. |
| Keywords: | Large deviations moderate deviations Ornstein-Uhlenbeck process |
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