Sharp large deviations for the fractional Ornstein - Uhlenbeck process
نویسندگان
چکیده
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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