Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations

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Parameter estimation for generalized diffusion processes with reflected boundary ⋮ Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations ⋮ Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process ⋮ Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes ⋮ High-order approximation of Pearson diffusion processes ⋮ Large deviations for parameter estimators of \(\alpha\)-Brownian bridge ⋮ Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application ⋮ Optimal Berry-Esseen bound for statistical estimations and its application to SPDE ⋮ Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions ⋮ The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process ⋮ Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications ⋮ Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes ⋮ Moderate deviations for parameter estimation in some time inhomogeneous diffusions ⋮ Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings ⋮ Statistical inference for perturbed multiscale dynamical systems ⋮ A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes ⋮ Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes ⋮ Statistical inference for reciprocal gamma diffusion process ⋮ Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes

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