Add to ORKGWe study moderate deviations for maximum likelihood estimators of parameters in generalized squared radial Ornstein-Uhlenbeck processes. The moderate deviation principles of the two parameters are established.
AbstractA moderate deviation principle for autoregressive processes is established. As statistical a...
General sucient conditions for the moderate deviations of M{estimators are pre-sented. These results...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...
We establish large deviation principles for the couple of the maximum likelihood estimators of dimen...
AbstractIn this paper, we state a large deviation principle (LDP) and sharp LDP for maximum likeliho...
Uhlenbeck process Some deviation inequalities and moderate deviation principles for the maximum like...
We investigate the probabilities of large deviations of the maximum likelihood estimator and Bayes e...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
A large deviation principle (LDP) with an explicit rate function is proved for the estimation of dri...
It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidi...
In this paper, we obtain a moderate deviation result for the maximum likelihood estimator under cert...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
A moderate deviation principle for autoregressive processes is established. As statistical applicati...
AbstractA moderate deviation principle for autoregressive processes is established. As statistical a...
General sucient conditions for the moderate deviations of M{estimators are pre-sented. These results...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...
We establish large deviation principles for the couple of the maximum likelihood estimators of dimen...
AbstractIn this paper, we state a large deviation principle (LDP) and sharp LDP for maximum likeliho...
Uhlenbeck process Some deviation inequalities and moderate deviation principles for the maximum like...
We investigate the probabilities of large deviations of the maximum likelihood estimator and Bayes e...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
A large deviation principle (LDP) with an explicit rate function is proved for the estimation of dri...
It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidi...
In this paper, we obtain a moderate deviation result for the maximum likelihood estimator under cert...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
A moderate deviation principle for autoregressive processes is established. As statistical applicati...
AbstractA moderate deviation principle for autoregressive processes is established. As statistical a...
General sucient conditions for the moderate deviations of M{estimators are pre-sented. These results...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...