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Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process

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اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • بيانات النشر:
      VTeX, 2016.
    • الموضوع:
      2016
    • Collection:
      LCC:Applied mathematics. Quantitative methods
      LCC:Mathematics
    • نبذة مختصرة :
      We investigate large deviation properties of the maximum likelihood drift parameter estimator for Ornstein–Uhlenbeck process driven by mixed fractional Brownian motion.
    • File Description:
      electronic resource
    • ISSN:
      2351-6046
      2351-6054
    • Relation:
      https://doaj.org/toc/2351-6046; https://doaj.org/toc/2351-6054
    • الرقم المعرف:
      10.15559/16-VMSTA54
    • الرقم المعرف:
      edsdoj.9700b06d46d543128738205432297fe8