✦ LIBER ✦

Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations

✍ Scribed by J.P.N. Bishwal

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 103 KB
Volume: 43
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00261-2

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✦ Synopsis

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 Itô's stochastic di erential equations are obtained under some regularity conditions.

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