A large deviation result for maximum likelihood estimator of non-homogeneous OrnsteinâUhlenbeck processes
Zhao, Shoujiang; Liu, Qiaojing
- 期刊名称Statistics & Probability Letters
- 作者Zhao, Shoujiang; Liu, Qiaojing
- 卷第162卷
- 印刷ISSN0167-7152
- 文件大小309.29KB
- 发表时间2020-07
- DOI10.1016/j.spl.2020.108753