scientific article; zbMATH DE number 5139015

zbMATH Open1107.62081MaRDI QIDQ3428993FDOQ3428993

Authors: Baobin Wang, Fuqing Gao 

Publication date: 30 March 2007

Title of this publication is not available (Why is that?)

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zbMATH Keywords

rate functiondrift estimatesfractional Ornstein-Uhlenbeck diffusion processes

Mathematics Subject Classification ID

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

Cited In (2)

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

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