Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
Bayesian estimatorBerry-Esseen type boundfractional Brownian motionGaussian processlarge deviations probabilitymaximum likelihood estimator
Inequalities; stochastic orderings (60E15) Large deviations (60F10) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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- Parameter estimation in continuous-time stochastic processes
- Parameter estimation in stochastic differential equations.
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- Regularization of differential equations by fractional noise.
- Statistical aspects of the fractional stochastic calculus
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