LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS - Collections

＜journal article＞
LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS

Creator	Creator Name Mishra, Mahendra Nath Affiliation Affiliation Name Institute of Mathematics and Applications, Bhubaneswar
Creator	Creator Name Rao, Bhagavatula Lakshmi Surya Prakasa Affiliation Affiliation Name CR Rao Advanced Institute for Mathematics, Statistics and Computer Science, Hyderabad
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2017-12
Source Title	Bulletin of informatics and cybernetics
Vol	49
First Page	67
Last Page	80
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/2232327
Abstract	We investigate the probabilities of large deviations of the maximum likelihood estimator and Bayes estimator of the drift parameter for a mixed fractional Ornstein-Uhlenbeck type process.

File	FileType	Size	Views	Description
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PISSN	0286-522X
EISSN	2435-743X
NCID	AA10634475
Record ID	2232327
Peer-Reviewed	Refereed
Subject Terms	Large deviation
	Maximum likelihood estimator
	Bayes estimator
	Mixed fractional Ornstein-Uhlenbeck type process
	Fractional Brownian motion
Created Date	2019.04.23
Modified Date	2020.10.22