Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819)
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scientific article; zbMATH DE number 6652949
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| English | Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6652949 |
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Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (English)
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15 November 2016
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large deviations
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mixed fractional Ornstein-Uhlenbeck process
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mixed fractional Brownian motion
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maximum likelihood estimator
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