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Probabilities of large and moderate deviations for maximum likelihood estimates

✍ Scribed by M. é. Radavichyus

Publisher
Springer US
Year
1984
Tongue
English
Weight
616 KB
Volume
25
Category
Article
ISSN
1573-8795

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📜 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 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 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 Itô's stochastic di erential equations are obtained under some regularity conditions.