Sharp Large Deviations for the Ornstein--Uhlenbeck Process
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Cited in
(60)- Moderate deviations for squared radial Ornstein-Uhlenbeck process
- Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process
- Black-Scholes in a CEV random environment
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
- Strong large deviations for arbitrary sequences of random variables
- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- Sharp large deviations for a class of normalized L-statistics and applications
- Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes
- Scaling properties of a moving polymer
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
- Hypothesis testing for stochastic PDEs driven by additive noise
- Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift
- Moderate deviations for parameter estimation in some time inhomogeneous diffusions
- On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes
- Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
- Sharp large deviation for the energy of \(\alpha\)-Brownian bridge
- Skew Ornstein-Uhlenbeck processes and their financial applications
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Asymptotic behaviours for the trajectory fitting estimator in Ornstein-Uhlenbeck process with linear drift
- Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
- Sharp large deviations for the fractional Ornstein-Uhlenbeck process
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process
- Large deviations for the Ornstein-Uhlenbeck process with shift
- Large deviation of some infinite-dimensional markov processes∗
- Sharp large deviations under Bernstein's condition
- Precise large deviations for Ornstein-Uhlenbeck processes
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
- Chernoff and Berry–Esséen inequalities for Markov processes
- Asymptotic behavior of the fractional Heston model
- On the ornstein—uhlenbeck process
- A note on error estimation for hypothesis testing problems for some linear SPDEs
- Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift
- Deviation properties for linear self-attracting diffusion process and applications
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process
- Large deviations for the Ornstein-Uhlenbeck process without tears
- Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process
- Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion
- Asymptotics of Forward Implied Volatility
- Large deviations for the squared radial Ornstein-Uhlenbeck process
- Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process
- Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
- The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
- Large-maturity regimes of the Heston forward smile
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process
- Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift
- Self-normalized Cramér-type moderate deviations for explosive Vasicek model
- Large deviations for parameter estimators of some time inhomogeneous diffusion process
- Large deviations for parameter estimators of \(\alpha\)-Brownian bridge
- Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean
- Sharp large deviations for sums of bounded from above random variables
- Berry-Esseen bound and Cramér-type moderate deviation of the MLE for Ornstein-Uhlenbeck process with discrete observations
- Sharp large deviations of the non-stationary Ornstein-Uhlenbeck process with linear drift
- Parameter estimation for non-stationary -stable Ornstein-Uhlenbeck processes with constant drift
- Cramér-type moderate deviations for a second-order continuous-time non-ergodic Gaussian autoregression
- Cramér-type moderate deviations of drift estimation in the stochastic heat equation
- Sharp large deviation results for sums of independent random variables
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