Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge (Q2439652): Difference between revisions

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Property / author: Shoujiang Zhao / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2013.06.003 / rank
 
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Latest revision as of 12:07, 7 July 2024

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Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
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    Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge (English)
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    14 March 2014
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    log-likelihood ratio
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    sharp large deviations
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    \(\alpha\)-Brownian bridge
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