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Moderate deviations for the maximum likelihood estimator

✍ Scribed by Fuqing Gao

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
100 KB
Volume
55
Category
Article
ISSN
0167-7152

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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.