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Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift

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References

1999Continuous Martingales and Brownian Motion6,253 cited
1991Continuous Martingales and Brownian Motion2,100 cited
1999Statistical inference for diffusion type processes307 cited
1996Moderate Deviations for Martingales with Bounded Jumps59 cited

Cited by

2014Parameter estimation for the non-stationary Ornstein–Uhlenbeck process with linear drift23 cited
2018Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process15 cited

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