Pages that link to "Item:Q3440819"
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The following pages link to Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations (Q3440819):
Displaying 6 items.
- A characterization of asymptotic behaviour of maximum likelihood estimators for stochastic PDE's (Q1269536) (← links)
- Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations (Q1293846) (← links)
- Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise (Q1657867) (← links)
- On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations (Q1774436) (← links)
- An example of exponential bound for large deviations of the maximum likelihood estimator and the Bayes estimator of the parameter in the nondifferentiable drift coefficient of stochastic differential equations (Q2905040) (← links)
- Moderate deviation for maximum likelihood estimator in the parabolic stochastic partial differential equations driven by additive fractional Brownian motion (Q2992261) (← links)