Large deviations for the Ornstein-Uhlenbeck process without tears (Q511547)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations for the Ornstein-Uhlenbeck process without tears |
scientific article |
Statements
Large deviations for the Ornstein-Uhlenbeck process without tears (English)
0 references
21 February 2017
0 references
Ornstein-Uhlenbeck process
0 references
maximum likelihood estimates
0 references
large deviations
0 references