Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process (Q5369326)
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scientific article; zbMATH DE number 6791711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process |
scientific article; zbMATH DE number 6791711 |
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Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process (English)
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16 October 2017
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squared radial Ornstein-Uhlenbeck process
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maximum likelihood estimates
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large deviations
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