Sharp large deviations for the fractional Ornstein-Uhlenbeck process
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🧮 math.PR
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fractionallargeornstein-uhlenbeckprocesssharpbrowniandeviationdeviations
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We 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.
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