scientific article; zbMATH DE number 5584838
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Publication:5320483
zbMath1174.60416MaRDI QIDQ5320483
Publication date: 22 July 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationfractional Brownian motionmaximum likelihood estimatorBayes estimatorlarge deviation inequality
Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10)
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Note on the moderate deviation principle of maximum likelihood estimator ⋮ Concentration inequality of maximum likelihood estimator
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