Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
type: Item
instance of: scholarly article
title: Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
zbMATH Open document ID: 1462.62515
author: Kouacou Tanoh
author: Modeste N'Zi
author: Armel Fabrice Yodé
published in: Random Operators and Stochastic Equations
publication date: 2021-03-31T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7330121
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Gaussian process
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: Bayesian estimator
zbMATH Keywords: large deviations probability
zbMATH Keywords: Berry-Esseen type bound
MaRDI profile type: MaRDI publication profile
full work available at URL: rose-2020-2037
OpenAlex ID: W3085236479
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DOI: 10.1515/ROSE-2020-2037
description: scientific article; zbMATH DE number 7330121