Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift (Q2804549)

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Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift
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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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