Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228)
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scientific article; zbMATH DE number 6081496
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| English | Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6081496 |
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Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (English)
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12 September 2012
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large deviations
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Ornstein-Uhlenbeck process
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likelihood estimation
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0.9099932312965392
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0.8913194537162781
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0.8791284561157227
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0.877120852470398
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0.8667415380477905
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