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    Moderate Deviations for Parameter Estimation in the Fractional Ornstein-Uhlenbeck Processes with Periodic Mean

    In this paper, we study the asymptotic properties for the drift parameter estimators in the fractional Ornstein-Uhlenbeck process with periodic mean function and long range dependence. The Cremér-type moderate...

    Hui Jiang, Shi Min Li, Wei Gang Wang in Acta Mathematica Sinica, English Series (2024)