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)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: 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 |
scientific article; zbMATH DE number 6071570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
scientific article; zbMATH DE number 6071570 |
Statements
24 August 2012
0 references
0.90845096
0 references
0.87795526
0 references
0.8694246
0 references
0.86892307
0 references
0.86445796
0 references
0.8615616
0 references
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 (English)
0 references
