Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process

作者：Kuang, Nenghui^*; Liu, Bingquan

来源：Communications in Statistics - Simulation and Computation, 2014, 43(7): 1631-1643.

DOI：10.1080/03610918.2012.750355

• Large deviation
• Moderate deviation
• Rate function
• Rayleigh diffusion process

In this article, we study moderate deviation for parameter estimation in the Rayleigh diffusion process and obtain the moderate deviation principle of the maximum likelihood estimator with explicit rate function.

• 出版日期2014
• 单位湖南科技大学; 渭南师范学院; 武汉大学