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Asymptotic expansions and large deviations in estimation of an Ornstein-Uhlenbeck model - MaRDI portal

Asymptotic expansions and large deviations in estimation of an Ornstein-Uhlenbeck model (Q4223865)

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scientific article; zbMATH DE number 1236485
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Asymptotic expansions and large deviations in estimation of an Ornstein-Uhlenbeck model
scientific article; zbMATH DE number 1236485

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    Asymptotic expansions and large deviations in estimation of an Ornstein-Uhlenbeck model (English)
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    30 June 1999
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    Ornstein-Uhlenbeck process
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    asymptotic expansions
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