scientific article; zbMATH DE number 5372264
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Publication:3540677
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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maximum likelihood estimatorBayes estimatordrift parameterItô stochastic differential equationnonhomogeneous diffusion processes
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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