LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS

DOI10.5109/2232327zbMath1448.62063OpenAlexW325720105MaRDI QIDQ5121425

B. L. S. Prakasa Rao, Mahendra Nath Mishra

Publication date: 14 September 2020

Published in: Bulletin of informatics and cybernetics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2324/2232327

zbMATH Keywords

fractional Brownian motion large deviation maximum likelihood estimator Bayes estimator mixed fractional Ornstein-Uhlenbeck type process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point estimation (62F10) Bayesian inference (62F15) Diffusion processes (60J60) Large deviations (60F10)

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