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For the Ornstein–Uhlenbeck process in stationary and explosive cases, this paper studies Cramer-type moderate deviations for the log-likelihood ratio process. As an application, we give the negativ... Click to show full abstract
For the Ornstein–Uhlenbeck process in stationary and explosive cases, this paper studies Cramer-type moderate deviations for the log-likelihood ratio process. As an application, we give the negativ...
Keywords:
uhlenbeck process;
moderate deviations;
likelihood ratio;
ornstein uhlenbeck;
process;
type moderate
Journal Title: Stochastics and Dynamics
Year Published: 2020
Link to full text (if available)
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Journal Title: Stochastics and Dynamics
Year Published: 2020
Link to full text (if available)
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recommendations!