Sharp large deviations for the fractional Ornstein-Uhlenbeck process

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dc.creatorBercu, Bernard
dc.creatorCoutin, Laure
dc.creatorSavy, Nicolas
dc.date2008-10-24
dc.date.accessioned2026-07-07T12:20:11Z
dc.date.available2026-07-07T12:20:11Z
dc.descriptionWe investigate the sharp large deviation properties of the energy and the maximum likelihood estimator for the Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst index greater than one half.
dc.identifierhttps://arxiv.org/abs/0810.4491
dc.identifierhttp://arxiv.org/abs/0810.4491
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212998
dc.subjectProbability
dc.subject60F10, 60G15, 60J65
dc.titleSharp large deviations for the fractional Ornstein-Uhlenbeck process
dc.typetext

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