On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems
β Scribed by Gregory C. Chow
- Book ID
- 124903896
- Publisher
- MIT Press
- Year
- 1973
- Tongue
- English
- Weight
- 857 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0034-6535
- DOI
- 10.2307/1928000
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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.