Large deviations for the Ornstein-Uhlenbeck process without tears (Q511547)
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scientific article; zbMATH DE number 6687625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for the Ornstein-Uhlenbeck process without tears |
scientific article; zbMATH DE number 6687625 |
Statements
Large deviations for the Ornstein-Uhlenbeck process without tears (English)
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21 February 2017
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Ornstein-Uhlenbeck process
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maximum likelihood estimates
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large deviations
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