RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1981 Volume 108, Pages 154–169 (Mi znsl3441)

On probabilities of large and moderate deviations for maximum likelihood estimates

M. Radavicius


Abstract: Theorems on probabilities of large and moderate deviations for maximum likelihood estimates are proved and on less restrictive assumptions a “rough” asymptotics of large deviations is find in a regular case. Similar results are obtained in the case of observations in “white gaussian noise”.

UDC: 519.281


 English version:
Journal of Soviet Mathematics, 1984, 25:3, 1208–1219

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025