Add to ORKGWe 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
We establish large deviation principles for the couple of the maximum likelihood estimators of dimen...
International audienceFor the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum lik...
Abstract. We investigate the large deviation properties of the maximum likeli-hood estimators for th...
We investigate the sharp large deviation properties of the energy and the maximum likelihood estimat...
International audienceWe investigate the sharp large deviation properties of the energy and the maxi...
International audienceWe investigate the sharp large deviation properties of the energy and the maxi...
International audienceWe investigate the sharp large deviation properties of the energy and the maxi...
We investigate the probabilities of large deviations of the maximum likelihood estimator and Bayes e...
to appear in Theory of Probability and its ApplicationsThis paper addresses the problem of estimatin...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of t...
For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of t...
We study a least squares estimator for the Ornstein-Uhlenbeck process, , driven by fractional Browni...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...
We establish large deviation principles for the couple of the maximum likelihood estimators of dimen...
International audienceFor the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum lik...
Abstract. We investigate the large deviation properties of the maximum likeli-hood estimators for th...
We investigate the sharp large deviation properties of the energy and the maximum likelihood estimat...
International audienceWe investigate the sharp large deviation properties of the energy and the maxi...
International audienceWe investigate the sharp large deviation properties of the energy and the maxi...
International audienceWe investigate the sharp large deviation properties of the energy and the maxi...
We investigate the probabilities of large deviations of the maximum likelihood estimator and Bayes e...
to appear in Theory of Probability and its ApplicationsThis paper addresses the problem of estimatin...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-...
For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of t...
For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of t...
We study a least squares estimator for the Ornstein-Uhlenbeck process, , driven by fractional Browni...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...
We establish large deviation principles for the couple of the maximum likelihood estimators of dimen...
International audienceFor the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum lik...
Abstract. We investigate the large deviation properties of the maximum likeli-hood estimators for th...