Pages that link to "Item:Q536242"

The following pages link to Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242):

Displaying 17 items.

• Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge (Q395970) (← links)
• Large and moderate deviations in testing time inhomogeneous diffusions (Q546101) (← links)
• Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications (Q552974) (← links)
• Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
• Large deviations for parameter estimators of some time inhomogeneous diffusion process (Q644655) (← links)
• Large deviations for parameter estimators of \(\alpha\)-Brownian bridge (Q651073) (← links)
• On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge (Q1642264) (← links)
• Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
• Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes (Q2107585) (← links)
• A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes (Q2173361) (← links)
• Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122) (← links)
• On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes (Q2273726) (← links)
• Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge (Q2439652) (← links)
• Sharp large deviation for the energy of \(\alpha\)-Brownian bridge (Q2444213) (← links)
• α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties (Q3578751) (← links)
• Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process (Q5044085) (← links)
• Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process (Q5418892) (← links)