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Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
Theory of Probability and Its Applications, 2011exaly
A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process
Statistics and Probability Letters, 2016Xiaohui Ai
exaly
Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
Acta Mathematica Scientia, 2010exaly
Parameter identification for the Hermite Ornstein–Uhlenbeck process
Statistical Inference for Stochastic Processes, 2020exaly
Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process
Theory of Probability and Its Applications, 2017exaly
The one-sided barrier problem for an integrated ornstein-uhlenbeck process
Stochastic Models, 1991exaly