Large deviations in estimation of an Ornstein-Uhlenbeck model

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Publication:4261285

DOI10.1239/jap/1032374229zbMath0978.62070OpenAlexW1970549100MaRDI QIDQ4261285

Huyên Pham, Danielle Florens-Landais

Publication date: 5 February 2002

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

Full work available at URL: https://doi.org/10.1239/jap/1032374229




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