Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process

Moderate deviations and nonparametric inference for monotone functions

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

(2017) FuQing Gao et al.   Science China-Mathematics

Large deviations for the Ornstein–Uhlenbeck process without tears

(2017) Bernard Bercu et al.   STATISTICS & PROBABILITY LETTERS

Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift

(2016) Hui Jiang   Frontiers of Mathematics in China

Cumulants on Wiener chaos: Moderate deviations and the fourth moment theorem

(2016) Matthias Schulte et al.   JOURNAL OF FUNCTIONAL ANALYSIS

Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise

(2016) Brahim El Onsy et al.   Stochastics-An International Journal of Probability and Stochastic Processes

On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes

(2016) Chihoon Lee et al.   Stochastics-An International Journal of Probability and Stochastic Processes

Large deviations for the Ornstein-Uhlenbeck process with shift

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

Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index $H\in(0,\frac{1}{2})$

(2015) Kęstutis Kubilius et al.   Electronic Journal of Statistics

On drift parameter estimation in models with fractional Brownian motion

(2014) Y. Kozachenko et al.   STATISTICS

A Cramér moderate deviation theorem for Hotelling’s $T^{2}$-statistic with applications to global tests

(2013) Weidong Liu et al.   ANNALS OF STATISTICS

Drift parameter estimation for infinite-dimensional fractional Ornstein–Uhlenbeck process

(2013) Bohdan Maslowski et al.   BULLETIN DES SCIENCES MATHEMATIQUES

Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind

(2013) Ehsan Azmoodeh et al.   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

Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift

(2012) Hui Jiang   JOURNAL OF APPLIED PROBABILITY

Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes

(2012) WeiLin Xiao et al.   Science China-Mathematics

Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process

(2012) Bernard Bercu et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Delta method in large deviations and moderate deviations for estimators

(2011) Fuqing Gao et al.   ANNALS OF STATISTICS

Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process

(2011) B. Bercu et al.   THEORY OF PROBABILITY AND ITS APPLICATIONS

Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

(2010) Weidong Liu et al.   ANNALS OF STATISTICS

Parameter estimation for fractional Ornstein–Uhlenbeck processes

(2010) Yaozhong Hu et al.   STATISTICS & PROBABILITY LETTERS

Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields

(2009) Ivan Nourdin et al.   ANNALS OF PROBABILITY

Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises

(2009) Alexandre Brouste   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION

(2009) IGOR CIALENCO et al.   Stochastics and Dynamics

Large deviations in testing fractional Ornstein–Uhlenbeck models

(2007) Jaya P.N. Bishwal   STATISTICS & PROBABILITY LETTERS

Central limit theorems for multiple stochastic integrals and Malliavin calculus

(2007) D. Nualart et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS