Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97985108
Reference14 articles.
1. On Deviations of the Sample Mean
2. Large deviations for quadratic forms of stationary Gaussian processes
3. Sharp Large Deviations for the Ornstein--Uhlenbeck Process
4. Large deviations in testing fractional Ornstein–Uhlenbeck models
5. Asymptotic properties of MLE for partially observed fractional diffusion system
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