Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for fractional Ornstein-Uhlenbeck type process

zbMATH Open1271.62199MaRDI QIDQ2844173

M. N. Mishra

Publication date: 28 August 2013

Published in: Bulletin of Informatics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionmaximum likelihood estimatorBayes estimatorfractional Ornstein-Uhlenbeck type process large deviation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point estimation (62F10) Bayesian inference (62F15) Large deviations (60F10)

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