On the large deviation principle for maximum likelihood estimator of α-Brownian bridge
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DOI: 10.1016/j.spl.2018.03.001
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Cited by:
- Zhao, Shoujiang & Liu, Qiaojing, 2020. "A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein–Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 162(C).
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Keywords
Large deviation principle; Maximum likelihood estimator; α-Brownian bridge;All these keywords.
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