Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model-Reference-Cited by-同舟云学术

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Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model

Published:2023-05-12 Issue: Volume: Page:
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Jiang Hui,Pan Yajuan,Wei Xiao

Funder

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s10959-023-01264-7.pdf

Reference34 articles.

1. Alazemi, F., Douissi, S., Es-Sebaiy, K.: Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations. Theory Probab. Appl. 64, 401–420 (2019)

2. Bercu, B., Rouault, A.: Sharp large deviations for the Ornstein-Uhlenbeck process. Theory Probab. Appl. 46, 1–19 (2002)

3. Bercu, B., Coutin, L., Savy, N.: Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process. Stoch. Process. Appl. 122, 3393–3424 (2012)

4. Bercu, B., Richou, A.: Large deviations for the Ornstein-Uhlenbeck process with shift. Adv. Appl. Probab. 47, 880–901 (2015)

5. Bercu, B., Richou, A.: Large deviations for the Ornstein-Uhlenbeck process without tears. Stat. Probab. Lett. 123, 45–55 (2017)

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