Large deviations for the Ornstein-Uhlenbeck process with shift

DOI10.1239/aap/1444308886zbMath1326.60031arXiv1311.7039OpenAlexW2963739889MaRDI QIDQ3450514

Adrien Richou, Bernard Bercu

Publication date: 6 November 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.7039

zbMATH Keywords

Ornstein-Uhlenbeck processlarge deviationsmaximum likelihood estimatorsshift parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Diffusion processes (60J60) Large deviations (60F10)

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