Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes (Q2107585)
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scientific article; zbMATH DE number 7626072
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| English | Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7626072 |
Statements
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes (English)
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2 December 2022
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log-likelihood ratio
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Cramér moderate deviations
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Ornstein-Uhlenbeck process
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\( \alpha \)-Wiener bridge
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0.9160699248313904
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0.8416125774383545
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0.8409301042556763
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0.823318362236023
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