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For an arbitrary estimator \\(\\widehat{\\theta}_n\\) of \\(\\theta\\) obtained from \\(X^{(n)}\\) and a fixed constant \\(c (>0)\\) define the minimax Bahadur-type risk  \\[ \\beta_n(c)= \\inf_{\\widehat{\\theta}_n} \\sup_{|\\theta|< T}n^{-1} \\log_\\theta^{(n)} (|\\widehat{\\theta}_n- \\theta|\\geq c). \\]  This risk evaluates the Cram\u00e9r-type large deviations of estimators and closely relates to the optimal confidence intervals if one considers \\((\\widehat{\\theta}_n- c,\\widehat{\\theta}_n+c)\\) as the confidence interval for \\(\\theta\\). The authors proves that  \\[ \\lim_{n\\to\\infty} \\beta_n(c)= -A^2c/(4\\sigma^2) \\quad\\text{for any }c<T. \\]  In addition, a more general discrete change-point model is also 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