分数布朗运动下非齐次扩散估计量的大偏差和Berry-Esseen不等式

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2020-09-01 DOI:10.1515/rose-2020-2037

Kouacou Tanoh, M. N’zi, A. F. Yodé

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引用次数: 0

摘要

摘要研究分数阶布朗运动驱动的非齐次随机微分方程漂移中线性出现参数的极大似然估计量和Bayes估计量的大偏差概率和Berry-Esseen型不等式的界。

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Large deviations and Berry–Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion

Abstract We are interested in bounds on the large deviations probability and Berry–Esseen type inequalities for maximum likelihood estimator and Bayes estimator of the parameter appearing linearly in the drift of nonhomogeneous stochastic differential equation driven by fractional Brownian motion.

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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量