scientific article; zbMATH DE number 5372264

zbMATH Open1149.62072MaRDI QIDQ3540677FDOQ3540677

Authors: Jaya P. N. Bishwal 

Publication date: 24 November 2008

Title of this publication is not available (Why is that?)

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zbMATH Keywords

maximum likelihood estimatorBayes estimatordrift parameterItô stochastic differential equationnonhomogeneous diffusion processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• Large deviation inequalities for the MLE and Bayes estimator in SDEs with fractional Brownian motion
• Estimates of Berry-Esseen type for probabilities of large deviations under violation of the Cramér condition
• Berry-Esseen inequalities for discretely observed diffusions
• An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process
• Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
• Large deviations and Berry-Esseen inequalities in the stochastic diffusion driven by a Volterra type process
• Title not available (Why is that?)
• Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
• A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models
• Learning mean-field equations from particle data using WSINDy

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