Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes (Q3989507)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes |
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Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes (English)
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28 June 1992
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Bayes estimators
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prior probability measure
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posterior density
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Ornstein- Uhlenbeck process
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drift coefficient
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diffusion process
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linear homogeneous stochastic differential equation
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equivalence
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maximum likelihood estimators
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