Large deviations for parameter estimators of some time inhomogeneous diffusion process (Q644655): Difference between revisions

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+https://doi.org/10.1007/s10114-011-8626-9
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+W1997670231
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+Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
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+Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
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+Sharp Large Deviations for the Ornstein--Uhlenbeck Process
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+Large deviations in estimation of an Ornstein-Uhlenbeck model
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+Large deviations for statistics of the Jacobi process
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+Estimations of parametric functions under a system of linear regression equations with correlated errors
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+Q3774629
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+Q4391441
@@ Property / cites work: Q4391441 / rank @@
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+Large deviations for quadratic functionals of Gaussian processes
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