Sharp large deviations for the fractional Ornstein-Uhlenbeck process

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Bercu, Bernard
Coutin, Laure
Savy, Nicolas
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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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Mathematics - Probability, 60F10, 60G15, 60J65
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