Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift (Q4965648)
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scientific article; zbMATH DE number 7318774
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| English | Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift |
scientific article; zbMATH DE number 7318774 |
Statements
Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (English)
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9 March 2021
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likelihood ratio process
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mod-\(\phi\) convergence
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moderate deviation principle
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multiple Wiener-Itô integrals
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explosive Ornstein-Uhlenbeck process
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0.9160699248313904
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0.8823626041412354
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0.8782067894935608
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0.869289755821228
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