非平稳Ornstein-Uhlenbeck过程中参数估计量的中偏差上界
Upper Bounds of Moderate Deviations for the Estimator in the Non-Stationary Ornstein-Ulenbeck Process
DOI: 10.12677/PM.2018.86084, PDF,    科研立项经费支持
作者: 邵 金：南京航空航天大学理学院数学系，江苏 南京
关键词: 漂移项参数；中偏差；非平稳Ornstein-Uhlenbeck过程；Drift Estimation； Moderate Deviations； Non-Stationary Ornstein-Uhleneck Process
摘要: 对于非平稳Ornstein-Uhlenbeck过程，我们研究它的漂移项参数的极大似然估计量，得到了该估计量的中偏差上界。
Abstract: We study the maximum likelihood estimator of the drift estimation in a non-stationary Ornstein-Uhlenbeck process. Upper bounds of moderate deviations for this estimator are obtained.
文章引用：邵金. 非平稳Ornstein-Uhlenbeck过程中参数估计量的中偏差上界[J]. 理论数学, 2018, 8(6): 632-636. https://doi.org/10.12677/PM.2018.86084

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