Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge (Q395970): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2014.06.020
@@ Property / DOI: 10.1016/j.spl.2014.06.020 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2036715754
@@ Property / OpenAlex ID: W2036715754 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4452
@@ Property / arXiv ID: 1404.4452 / rank @@
+Normal rank
@@ Property / cites work @@
+A market-induced mechanism for stock pinning
@@ Property / cites work: A market-induced mechanism for stock pinning / rank @@
+Normal rank
@@ Property / cites work @@
+α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
+Normal rank
@@ Property / cites work @@
+Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
+Normal rank
@@ Property / cites work @@
+The Moment-Generating Function and Negative Integer Moments
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of a Brownian Bridge
@@ Property / cites work: Optimal Stopping of a Brownian Bridge / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for α-Fractional Bridges
@@ Property / cites work: Parameter Estimation for α-Fractional Bridges / rank @@
+Normal rank
@@ Property / cites work @@
+An invariant form for the prior probability in estimation problems
+Normal rank
@@ Property / cites work @@
+On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
+Normal rank
@@ Property / cites work @@
+Decision-theoretic justifications for Bayesian hypothesis testing using credible sets
+Normal rank
@@ Property / cites work @@
+Large deviations for parameter estimators of \(\alpha\)-Brownian bridge
+Normal rank
@@ Property / cites work @@
+Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2014.06.020
@@ Property / DOI: 10.1016/J.SPL.2014.06.020 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:395970