<journal article>
LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS
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Abstract | We investigate the probabilities of large deviations of the maximum likelihood estimator and Bayes estimator of the drift parameter for a mixed fractional Ornstein-Uhlenbeck type process. |
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Created Date | 2019.04.23 |
Modified Date | 2020.10.22 |