## Large deviations for squared radial Ornstein-Uhlenbeck processes.(English)Zbl 1075.62535

Radial Ornstein-Uhlenbeck processes are considered in the paper. Their squares are expressed as strong solutions of a SDE containing two parameters: $$\delta >0$$ and $$b\in {\mathbb R}$$. The author investigates the maximum likelihood estimator of $$(\delta ,b)$$ and contributes with large deviations for it.

### MSC:

 62F12 Asymptotic properties of parametric estimators 60F10 Large deviations 60J60 Diffusion processes
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### References:

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