Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
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Publication:2439652
DOI10.1016/j.spl.2013.06.003zbMath1400.60042OpenAlexW1993141272MaRDI QIDQ2439652
Publication date: 14 March 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.003
Parametric hypothesis testing (62F03) Large deviations (60F10) Markov processes: hypothesis testing (62M02)
Related Items (5)
Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process ⋮ On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge ⋮ Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge ⋮ On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes ⋮ On the large deviation principle of generalized Brownian bridges
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