Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
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Publication:2439652
DOI10.1016/j.spl.2013.06.003zbMath1400.60042MaRDI 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
62F03: Parametric hypothesis testing
60F10: Large deviations
62M02: Markov processes: hypothesis testing
Related Items
Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process, Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge, On the large deviation principle for maximum likelihood estimator of \(\alpha\)-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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