scientific article; zbMATH DE number 5139015

MaRDI QIDQ3428993zbMATH OpenFDO

Authors Baobin Wang, Fuqing Gao

Publication date 30 March 2007

zbMATH Keywords

rate functiondrift estimatesfractional Ornstein-Uhlenbeck diffusion processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

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Cited in

(2)

• Sharp large deviations for the fractional Ornstein-Uhlenbeck process
• On large deviations in testing Ornstein-Uhlenbeck-type models

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