Sharp Large Deviations for the Ornstein--Uhlenbeck Process (Q4328520)
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scientific article; zbMATH DE number 1734173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp Large Deviations for the Ornstein--Uhlenbeck Process |
scientific article; zbMATH DE number 1734173 |
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Sharp Large Deviations for the Ornstein--Uhlenbeck Process (English)
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25 April 2002
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large deviations
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Ornstein-Uhlenbeck process
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likelihood estimation
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