In this Chapter we obtain large deviations results for the maximum likelihood estimator and the Bayes estimators in non-linear stochastic differential equations.
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© 2008 Springer-Verlag Berlin Heidelberg
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(2008). Large Deviations of Estimators in Homogeneous Diffusions. In: Parameter Estimation in Stochastic Differential Equations. Lecture Notes in Mathematics, vol 1923. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-74448-1_3
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DOI: https://doi.org/10.1007/978-3-540-74448-1_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-74447-4
Online ISBN: 978-3-540-74448-1
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