Moderate Deviations for Parameter Estimation in the Fractional Ornstein-Uhlenbeck Processes with Periodic Mean.

In this paper, we study the asymptotic properties for the drift parameter estimators in the fractional Ornstein-Uhlenbeck process with periodic mean function and long range dependence. The Cremér-type moderate deviations, as well as the moderation deviation principle with explicit rate function can be obtained. [ABSTRACT FROM AUTHOR]