Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge
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Publication:5368774
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Cited in
(6)- On the large deviation principle for maximum likelihood estimator of -Brownian bridge
- Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge
- Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
- Bias-correction of the maximum likelihood estimator for the -Brownian bridge
- Large deviations for parameter estimators of \(\alpha\)-Brownian bridge
- Least squares estimation for sub-fractional Brownian bridge with linear drift
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