| 蒋辉,高付清,赵守江.Jacobi过程统计量的中偏差[J].数学年刊A辑,2009,30(4):479~490 |
| Jacobi过程统计量的中偏差 |
| Moderate Deviations for Statistics of Jacobi Process |
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| DOI： |
| 中文关键词: Jacobi过程 大偏差 中偏差 平方Bessel过程 |
| 英文关键词:Jacobi process, Large deviations, Moderate deviations, Squared Bessel process |
| 基金项目:国家自然科学基金(No.10571139)资助的项目 |
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| 中文摘要: |
| 考虑超稳定情形下Jacobi过程漂移项参数极大似然估计的中偏差原理,得到了其精确的速率函数.而且得到平方Bessel过程漂移项参数极大似然估计与基于Jacobi过程轨道构造的极大似然估计量满足不相同的中偏差原理. |
| 英文摘要: |
| 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. |
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