Moderate deviations for the mildly stationary autoregressive model with dependent errors

Moderate deviations in a class of stable but nearly unstable processes

(2020) Frédéric Proïa   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

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

(2018) Hui Jiang et al.   Stochastics and Dynamics

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

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

Least squares estimation for ornstein-uhlenbeck processes driven by the weighted fractional brownian motion

(2016) Guangjun SHEN et al.   ACTA MATHEMATICA SCIENTIA

Unknown

(2015)   SCANDINAVIAN JOURNAL OF STATISTICS

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

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

Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process

(2010) Gao Fuqing et al.   ACTA MATHEMATICA SCIENTIA

Parameter estimation for fractional Ornstein–Uhlenbeck processes

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

Moderate deviation principle for autoregressive processes

(2009) Miao Yu et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Exponential inequalities for self-normalized martingales with applications

(2008) Bernard Bercu et al.   ANNALS OF APPLIED PROBABILITY