Sharp large deviations of the non-stationary Ornstein-Uhlenbeck process with linear drift (Q7230864)
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scientific article; zbMATH DE number 8188348
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| English | Sharp large deviations of the non-stationary Ornstein-Uhlenbeck process with linear drift |
scientific article; zbMATH DE number 8188348 |
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Sharp large deviations of the non-stationary Ornstein-Uhlenbeck process with linear drift (English)
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21 April 2026
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Ornstein-Uhlenbeck process
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maximum likelihood estimation
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sharp large deviations
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