Large deviations for parameter estimators of -Brownian bridge
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Publication:651073
DOI10.1016/J.JSPI.2011.09.005zbMATH Open1229.62110OpenAlexW2327173551MaRDI QIDQ651073FDOQ651073
Authors: 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
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Cites Work
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- Large deviations for statistics of the Jacobi process
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Sharp Large Deviations for the Ornstein--Uhlenbeck Process
- Large and moderate deviations in testing time inhomogeneous diffusions
- Large deviations for quadratic functionals of Gaussian processes
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
- Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
- Moderate deviations for parameter estimation in some time inhomogeneous diffusions
Cited In (7)
- Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge
- Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge
- Sharp large deviation for the energy of \(\alpha\)-Brownian bridge
- On the distribution of the maximum of brownian bridges with application to regression with correlated errors
- On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge
- Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
- α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
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