On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes (Q2273726)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes |
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On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes (English)
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25 September 2019
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log-likelihood ratio
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large deviation expansion
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Ornstein-Uhlenbeck process
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\(\alpha\)-Wiener bridge
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