Moderate Deviations for Statistics of Jacobi Process
Moderate Deviations for Statistics of Jacobi Process
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雅可比过程统计的适度偏差
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发表时间：
2009
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This paper studies moderate deviations for the maximum likelihood estimator of the drift parameter of the Jacobi process in the ultraspherical case.The moderate deviation principle with explicit rate functions is obtained.Furthermore,it is obtained that the maximum likelihood estimator of the drift parameter for squared Bessel process has different moderate deviation principle with the estimator of this parameter based on the trajectory of Jacobi process.
