An example of exponential bound for large deviations of the maximum likelihood estimator and the Bayes estimator of the parameter in the nondifferentiable drift coefficient of stochastic differential equations (Q2905040)
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scientific article; zbMATH DE number 6071570
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| English | An example of exponential bound for large deviations of the maximum likelihood estimator and the Bayes estimator of the parameter in the nondifferentiable drift coefficient of stochastic differential equations |
scientific article; zbMATH DE number 6071570 |
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24 August 2012
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An example of exponential bound for large deviations of the maximum likelihood estimator and the Bayes estimator of the parameter in the nondifferentiable drift coefficient of stochastic differential equations (English)
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