Large deviations in estimation of an Ornstein-Uhlenbeck model (Q4261285)
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scientific article; zbMATH DE number 1330842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations in estimation of an Ornstein-Uhlenbeck model |
scientific article; zbMATH DE number 1330842 |
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Large deviations in estimation of an Ornstein-Uhlenbeck model (English)
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5 February 2002
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drift estimation
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rate function
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Ornstein-Uhlenbeck process
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