Pages that link to "Item:Q2131995"
From MaRDI portal
The following pages link to Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge (Q2131995):
Displaying 4 items.
- Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge (Q395970) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge (Q1642264) (← links)
- Large deviation expansion for maximum-likelihood estimator of <i>α −</i>Brownian bridge (Q5368774) (← links)