Large deviations for parameter estimators of \(\alpha\)-Brownian bridge

DOI10.1016/j.jspi.2011.09.005zbMath1229.62110OpenAlexW2327173551MaRDI QIDQ651073

Shoujiang Zhao, Qiaojing Liu

Publication date: 8 December 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.09.005

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Related Items

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 ⋮ Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge ⋮ Sharp large deviation for the energy of \(\alpha\)-Brownian bridge

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