分数OU模型参数估计的大偏差

摘要

In this paper, we consider the large deviation for parameter estimate in fractional Ornstein-Uhlenbeck models. By the technique of Laplace transform, we establish the large deviation principle for the maximum likelihood estimate.%本文考虑了分数OU模型参数估计的大偏差,通过Laplace变换的技巧,得到了极大似然估计的大偏差.