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Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes

 

作者: M.N. ishra,   B.L.S. rakasa Rao,  

 

期刊: Statistics  （Taylor Available online 1991）
卷期: Volume 22, issue 4  

页码: 613-625

 

ISSN:0233-1888

 

年代: 1991

 

DOI:10.1080/02331889108802340

 

出版商: Akademie-Verlag

 

关键词: Linear homogeneous stochastic differential equation;BAYES estimator;Maximum likelihood estimator;drift coefficient of diffusion processes;prior probability measure;posterior density

 

数据来源: Taylor

 

摘要:

Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear homogeneous stochastic differential equation. Bounds for the equivalence of BAYES and Maximum likelihood estimators of the parameter have been obtained in this paper

 

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