LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS (Q5121425)
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scientific article; zbMATH DE number 7246920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS |
scientific article; zbMATH DE number 7246920 |
Statements
LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS (English)
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14 September 2020
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large deviation
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maximum likelihood estimator
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Bayes estimator
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mixed fractional Ornstein-Uhlenbeck type process
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fractional Brownian motion
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