Pages that link to "Item:Q449228"

The following pages link to Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228):

Displaying 16 items.

• Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
• Large deviations for the Ornstein-Uhlenbeck process without tears (Q511547) (← links)
• Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) (← links)
• On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes (Q2273726) (← links)
• Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge (Q2439652) (← links)
• Sharp large deviation for the energy of \(\alpha\)-Brownian bridge (Q2444213) (← links)
• Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications (Q5085215) (← links)
• Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
• Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process (Q5131242) (← links)
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
• Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138) (← links)
• Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)