Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion |
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Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (English)
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31 March 2021
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fractional Brownian motion
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Gaussian process
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maximum likelihood estimator
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Bayesian estimator
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large deviations probability
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Berry-Esseen type bound
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