Asymptotic behaviours for the trajectory fitting estimator in Ornstein-Uhlenbeck process with linear drift (Q2804549)
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scientific article; zbMATH DE number 6577667
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| English | Asymptotic behaviours for the trajectory fitting estimator in Ornstein-Uhlenbeck process with linear drift |
scientific article; zbMATH DE number 6577667 |
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Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift (English)
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4 May 2016
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moderate deviations
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multiple Wiener-Itô integrals
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Ornstein-Uhlenbeck process
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trajectory fitting estimators
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0.8530356884002686
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0.842924177646637
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0.8246187567710876
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0.8195300102233887
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