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Cramer-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process
2018-10-15 16:01:10

In this talk, we study Cramer-type moderate deviations for some statistics in the non-stationary Ornstein-Uhlenbeck process,including maximum likelihood estimator and log-likelihood ratio process.The main methods consist of deviation inequalities for multiple Wiener-Ito integrals,as well as the asymptotic analysis techniques.