The Local Time of the Fractional Ornstein-Uhlenbeck Process
نویسندگان
چکیده
منابع مشابه
Sharp large deviations for the fractional Ornstein - Uhlenbeck process
We 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. A.M.S. Classification: 60F10, 60G15, 60J65
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2013
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2013/375480