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Large deviations for drift parameter estimator of mixed fractional Ornstein--Uhlenbeck process

Published 13 Jul 2016 in math.PR | (1607.03601v1)

Abstract: We investigate large deviation properties of the maximum likelihood drift parameter estimator for Ornstein--Uhlenbeck process driven by mixed fractional Brownian motion.

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Authors (1)

  1. Dmytro Marushkevych 

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