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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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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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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publication date

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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published in

Journal of Orissa Mathematical Society

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