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

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Large deviations inequalities for.pdf (102.61 KB)

Date

1999

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Keywords

Diffusions processes, Drift parameter, Maximum likelihood estimator, Bayes estimator, Large deviation bound

Citation

Stattistics and probability letters,V43,P207-215

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http://hdl.handle.net/10263/3932

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Mathematics and Statistics

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