|   [1]  Bercu B, Rouault A. Sharp large deviations for the Ornstein-Uhlenbeck.  Theory of Prob and its Appl, 2002, 46: 1--19 
[2]  Bishwal J P N. Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Sankhy\={a}, Series A, 2000, 62: 1--10 
[3]  Bishwal J P N, Bose A. Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Calcutta Statist Assoc Bull, 1995, 45: 245--251 
[4]  Bose A. Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Sankhy\={a}, Series A, 1986, 48: 181--187 
[5]  Decreusefond L, Üstünel A S. Stochastic analysis of the fractional Brownian motion. Potenial Analysis, 1999,  10: 177--214 
 
[6]  Dembo A, Zeitouni D. Large Deviations Techniques and Applications. Berlin: Springer-Verlag, 1998 
[7]  Duncan T E, Hu Y Z, Duncan B P. Stochastic calculus for fractional Brownian motion.  Siam J Control Optim, 2000, 38(2): 582--612 
 
[8]  Florens-Landais D, Pham H. Large deviations in estimate of an Ornstein-Uhlenbeck model. Journal of Applied Probability, 1999, 36: 60--77 
 
[9]  Kleptsyna M L, Le Breton A, Roubaud M C. Parameter estimation and optimal filtering for fractional type stochastic systems. Statistical Inference for Stochastic Processes, 2000, 3:173--182 
 
[10]  Kleptsyna M L,Le Breton A, Roubaud M C. Statistical Analysis of the Fractional Ornstein-Uhlenbeck Type Process. Statist Inf Stochast Process, 2002, 5: 229--248 
 
[11]  Mishra M N, Prakasa Rao B L S. On the Berry-Esseen bound for the maximum likelihood estimator for linear homogeneous diffusion processes.  Sankhy\={a}, Series A, 1985, 47: 392--398 
[12]  Norros I, Valkeila E, Virtamo J. An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions.  Bernoulli, 1999, 5: 571--587 
[13]  Prakasa Rao B L S. Statistical Inference for Diffusion Type Processes. New York: Oxford University Presss, 1999 
[14]  Watson G N. A Treatise on the Theory of Bessel Function. Cambridge: Cambridge University Press, 1995 
[15]  Yoshihide K. Edgeworth approxmation in the O-U process. Sankhyã, Series A, 2002, 64: 16--41  |