Geodesic
Sharp Large Deviations for the Ornstein–Uhlenbeck Process
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 1, pp. 74-93 Cet article a éte moissonné depuis la source Math-Net.Ru

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We establish sharp large deviation principles for well-known random variables associated with the Ornstein–Uhlenbeck process, such as the energy, the maximum likelihood estimator of the drift parameter, and the log-likelihood ratio.
Keywords: large deviations, Ornstein–Uhlenbeck process, likelihood estimation. 
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     title = {Sharp {Large} {Deviations} for the {Ornstein{\textendash}Uhlenbeck} {Process}},
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B. Bercu; A. Rouault. Sharp Large Deviations for the Ornstein–Uhlenbeck Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 1, pp. 74-93. http://geodesic.mathdoc.fr/item/TVP_2001_46_1_a3/