Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge

DOI10.1080/03610926.2016.1148734zbMath1376.62048OpenAlexW2466435105MaRDI QIDQ5368774

Shoujiang Zhao, Ting Chen

Publication date: 10 October 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1148734

zbMATH Keywords

maximum-likelihood estimator\(\alpha\)-Brownian bridgelarge deviation expansion

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Large deviations (60F10)

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On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge

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