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Moderate deviations for squared radial Ornstein-Uhlenbeck process. (English) Zbl 1163.62309

Summary: We study moderate deviations for maximum likelihood estimators of parameters in generalized squared radial Ornstein-Uhlenbeck processes. Moderate deviation principles for the two parameters are established.

MSC:

62F12 Asymptotic properties of parametric estimators
62M05 Markov processes: estimation; hidden Markov models
60F10 Large deviations
62N05 Reliability and life testing
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