Moderate deviations for squared radial Ornstein-Uhlenbeck process
We 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.
Sorry, we are unable to provide the full text but you may find it at the following location(s):
http://www.sciencedirect.com/s... (external link)