| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149166 | Journal of Statistical Planning and Inference | 2012 | 13 Pages |
Abstract
We study large deviations for estimator, quadratic functionals and score function of α-Brownian bridge. Large deviation in the non-steepness case with explicit rate function is obtained by using change of measure.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shoujiang Zhao, Qiaojing Liu,