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A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein–Uhlenbeck processes

A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein–Uhlenbeck 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
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