Asymptotic results for finite superpositions of Ornstein–Uhlenbeck processes

DOI10.1080/07362994.2017.1339614zbMath1379.60030OpenAlexW2725269722MaRDI QIDQ4602032

Claudio Macci, Barbara Pacchiarotti

Publication date: 25 January 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2017.1339614

zbMATH Keywords

large deviationsstationary processesmoderate deviations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10)

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