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
zbMATH Open1245.60061MaRDI QIDQ2905040FDOQ2905040
Authors: Mahendra Nath Mishra, Sarat Kumar Acharya 
Publication date: 24 August 2012
Published in: Journal of Orissa Mathematical Society (Search for Journal in Brave)
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