Items for "Maximum likelihood estimator"

Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations

This paper is concerned with the study of upper bounds for the probabilty of large deviations of the the maximum likelihood estimator and Bayes estimator of a parameter appearing linearly in the drift coefficients of some stochastic partial differential equations.

Keywords: stochastic partial differential equations, Large Deviation, Maximum likelihood estimator, Bayes estimator, Inference for stochastic processes