A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes (Q2173361)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes |
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A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes (English)
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22 April 2020
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large deviation principle
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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\(\alpha\)-Brownian bridge
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