Pages that link to "Item:Q1293846"

The following pages link to Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations (Q1293846):

Displaying 28 items.

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
• High-order approximation of Pearson diffusion processes (Q413731) (← links)
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
• Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
• Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications (Q552974) (← links)
• Large deviations for parameter estimators of \(\alpha\)-Brownian bridge (Q651073) (← links)
• Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
• Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
• Large-deviation inequalities for parameter estimators in stochastic systems (Q1905132) (← links)
• Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (Q2157859) (← links)
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
• Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122) (← links)
• Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process (Q2398411) (← links)
• Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes (Q2581152) (← links)
• Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
• Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757) (← links)
• A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes (Q2804409) (← 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)
• Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations (Q3440819) (← links)
• (Q3540677) (← links)
• Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes (Q3989507) (← links)
• (Q4320710) (← links)
• Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process (Q5948815) (← links)
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (Q5951996) (← links)