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Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

✍ Scribed by Nakahiro Yoshida

Publisher
Springer Japan
Year
2010
Tongue
English
Weight
442 KB
Volume
63
Category
Article
ISSN
0020-3157

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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.