Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes (Q3989507)
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: Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes |
scientific article; zbMATH DE number 34647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes |
scientific article; zbMATH DE number 34647 |
Statements
Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes (English)
0 references
28 June 1992
0 references
Bayes estimators
0 references
prior probability measure
0 references
posterior density
0 references
Ornstein- Uhlenbeck process
0 references
drift coefficient
0 references
diffusion process
0 references
linear homogeneous stochastic differential equation
0 references
equivalence
0 references
maximum likelihood estimators
0 references
0 references
