Article ID Journal Published Year Pages File Type
7548200 Statistics & Probability Letters 2018 8 Pages PDF
Abstract
We consider the large deviation principle for maximum likelihood estimator of α-Brownian bridge. The full large deviation with explicit rate function is obtained in the case of non-Gaussian limit distribution by local large deviation principle and exponential tightness.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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On the large deviation principle for maximum likelihood estimator of α-Brownian bridge
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