Pages that link to "Item:Q1293846"

The following pages link to Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations (Q1293846):

Displaying 20 items.

• Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
• High-order approximation of Pearson diffusion processes (Q413731) (← links)
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
• Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
• Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications (Q552974) (← links)
• Large deviations for parameter estimators of \(\alpha\)-Brownian bridge (Q651073) (← links)
• Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
• Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
• Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (Q2157859) (← links)
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
• Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122) (← links)
• Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process (Q2398411) (← links)
• Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes (Q2581152) (← links)
• Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
• A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409) (← links)
• Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process (Q5948815) (← links)
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (Q5951996) (← links)