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Large Deviations of Estimators in Homogeneous Diffusions

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Part of the Lecture Notes in Mathematics book series (LNM, volume 1923)

In this Chapter we obtain large deviations results for the maximum likelihood estimator and the Bayes estimators in non-linear stochastic differential equations.

Keywords

Maximum Likelihood Estimator Asymptotic Normality Strong Consistency Quadratic Loss Function Weak Consistency 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

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