Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for fractional Ornstein-Uhlenbeck type process (Q2844173)
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scientific article; zbMATH DE number 6202360
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| English | Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for fractional Ornstein-Uhlenbeck type process |
scientific article; zbMATH DE number 6202360 |
Statements
28 August 2013
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Bayes estimator
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck type process large deviation
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maximum likelihood estimator
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Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for fractional Ornstein-Uhlenbeck type process (English)
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