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Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes - MaRDI portal

Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes (Q2107585)

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scientific article; zbMATH DE number 7626072
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English
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 7626072

    Statements

    Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes (English)
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    2 December 2022
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    log-likelihood ratio
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    Cramér moderate deviations
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    Ornstein-Uhlenbeck process
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    \( \alpha \)-Wiener bridge
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