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

Mahendra Nath MISURA; Bhagavatula Lakshmi Surya Prakasa RAO

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

机译：混合分数奥恩斯坦-UHLENBECK型过程的最大似然估计和贝叶斯估计的大偏差概率

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摘要

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.

机译：我们研究了混合分数奥恩斯坦-UHLENBECK型过程的漂移参数的最大似然估计器和贝叶斯估计的大偏差的概率。

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来源
《Bulletin of Informatics and Cybernetics》 |2017年第2017期|共14页
作者
Mahendra Nath MISURA; Bhagavatula Lakshmi Surya Prakasa RAO;
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作者单位

Institute of Mathematics and Applications Bhubaneswar India;

CR Rao Advanced Institute for Mathematics Statistics and Computer Science Hyderabad India;

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原文格式 PDF
正文语种 eng
中图分类控制论、信息论（数学理论）;
关键词
Large deviation; Maximum likelihood estimator; Bayes estimator; Mixed fractional Ornstein-Uhlenbeck type process; Fractional Brownian motion;

机译：大偏差;最大似然估计器;贝叶斯估计器;混合分数奥恩斯坦-UHLENBECK类型过程;分数布朗运动;

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专利

1. LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS [J] . Mahendra Nath MISURA, Bhagavatula Lakshmi Surya Prakasa RAO Bulletin of Informatics and Cybernetics . 2017,第期

机译：混合分数奥恩斯坦-UHLENBECK型过程的最大似然估计和贝叶斯估计的大偏差概率
2. MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS [J] . 高付清, 蒋辉, 汪宝彬数学物理学报：B辑英文版 . 2010,第004期

机译：分数奥恩斯坦 - uhlenbeck过程中参数估计的适度偏差
3. MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS [J] . Gao Fuqing, Jiang Hui, Wang Baobin 数学物理学报（英文版） . 2010,第004期
4. Fastmap: a fast, approximate maximum a posteriori probability parameter estimator with application to robust matched-field processing [C] . Harrison, B.F., Vaccaro, . 1997

机译：Fastmap：快速，近似最大后验概率参数估计器，应用于鲁棒匹配场处理
5. A comparison of estimators in hierarchical linear modeling: Restricted maximum likelihood versus bootstrap via minimum norm quadratic unbiased estimators. [D] . Delpish, Ayesha Nneka. 2006

机译：分层线性建模中估计量的比较：通过最小范数二次无偏估计量来限制最大似然与自举。
6. An Example of an Improvable Rao–Blackwell Improvement Inefficient Maximum Likelihood Estimator and Unbiased Generalized Bayes Estimator [O] . Tal Galili, Isaac Meilijson -1

机译：改进的Rao-Blackwell改进无效最大似然估计和无偏广义贝叶斯估计的示例
7. LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS [O] . Mahendra Nath Mishra, Bhagavatula Lakshmi Surya Prakasa Rao 2017

机译：混合分数奥恩斯坦-UHLENBECK型过程的最大似然估计和贝叶斯估计的大偏差概率
8. A Maximum Likelihood Estimator for an Exponential Parameter from a Life Test with Both Type I and Type II Censoring [R] . Fairbanks, K. B. 1979

机译：I型和II型截尾的寿命试验中指数参数的极大似然估计

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

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