Mishra, M. N. ; Prakasa Rao, B. L. S. (2005) Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations Random Operators and Stochastic Equations, 13 (3). pp. 245-264. ISSN 0926-6364
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Official URL: http://www.reference-global.com/doi/abs/10.1515/15...
Related URL: http://dx.doi.org/10.1515/156939705774286047
Abstract
This paper is concerned with the study of upper bounds for the probability of large deviations of the the maximum likelihood estimator and Bayes estimator of a parameter appearing linearly in the drift coefficients of some stochastic partial differential equations.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Walter de Gruyter GmbH & Co. KG. |
| Keywords: | Stochastic Partial Differential Equations; Large Deviation; Maximum Likelihood Estimator; Bayes Estimator; Inference For Stochastic Processes |
| ID Code: | 37713 |
| Deposited On: | 26 Apr 2011 12:46 |
| Last Modified: | 26 Apr 2011 12:46 |
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