Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators

Large deviations for the Ornstein-Uhlenbeck process with shift

(2015) Bernard Bercu et al.   ADVANCES IN APPLIED PROBABILITY

COMPUTATION OF FREDHOLM DETERMINANTS FOR QUADRATIC ORNSTEIN-UHLENBECK FUNCTIONALS

(2015) Nicolas Privault et al.   TAIWANESE JOURNAL OF MATHEMATICS

On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes

(2013) Bernard Bercu et al.   STATISTICS & PROBABILITY LETTERS

Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process

(2013) S. Valère Bitseki Penda et al.   ESAIM-Probability and Statistics

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

(2012) Fuqing Gao et al.   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Moderate deviations and hypothesis testing for signal detection problem

(2012) FuQing Gao et al.   Science China-Mathematics

A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process

(2012) Bernard Bercu et al.   ESAIM-Probability and Statistics

Delta method in large deviations and moderate deviations for estimators

(2011) Fuqing Gao et al.   ANNALS OF STATISTICS

Large and moderate deviations in testing time inhomogeneous diffusions

(2011) Hui Jiang et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application

(2010) BENJAMIN FAVETTO et al.   SCANDINAVIAN JOURNAL OF STATISTICS

Large deviations in testing Jacobi model

(2009) Shoujiang Zhao et al.   STATISTICS & PROBABILITY LETTERS

Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable

(2008) Gopal K. Basak et al.   Electronic Journal of Statistics