𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Large-deviation inequalities for parameter estimators in stochastic systems

✍ Scribed by B. V. Bondarev; A. A. Simogin

Publisher
Springer US
Year
1994
Tongue
English
Weight
658 KB
Volume
30
Category
Article
ISSN
1573-8337

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Large deviations inequalities for the ma
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
✍ J.P.N. Bishwal πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 103 KB

Exponential bounds on the large deviation probability of the maximum likelihood estimator and the Bayes estimators of the parameter appearing nonlinearly in the drift coe cient of homogeneous ItΓ΄'s stochastic di erential equations are obtained under some regularity conditions.