%0 Journal Article
%T Sharp large deviations for the fractional Ornstein-Uhlenbeck process
%A Bernard Bercu
%A Laure Coutin
%A Nicolas Savy
%J Mathematics
%D 2008
%I arXiv
%X 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.
%U http://arxiv.org/abs/0810.4491v1