Open AccessLARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS
Author(s) -
M. N. Mishra,
Б. Л. С. Пракаса Рао
Publication year - 2006
Publication title -
bulletin of informatics and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2435-743X
pISSN - 0286-522X
DOI - 10.5109/12603
Subject(s) - mathematics , ornstein–uhlenbeck process , estimator , minimum variance unbiased estimator , statistics , type (biology) , minimax estimator , bayes' theorem , bias of an estimator , bayes estimator , efficient estimator , stochastic process , bayesian probability , ecology , biology
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