Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
scientific article

    Statements

    Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (English)
    0 references
    0 references
    0 references
    0 references
    12 September 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    large deviations
    0 references
    Ornstein-Uhlenbeck process
    0 references
    likelihood estimation
    0 references
    0 references
    0 references