Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757)
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scientific article; zbMATH DE number 7330121
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| English | Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion |
scientific article; zbMATH DE number 7330121 |
Statements
Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (English)
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31 March 2021
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fractional Brownian motion
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Gaussian process
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maximum likelihood estimator
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Bayesian estimator
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large deviations probability
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Berry-Esseen type bound
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0.8781975507736206
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0.837368369102478
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0.8228051662445068
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