Title of article :
Large deviations for parameter estimators of bridge
Author/Authors :
Zhao، نويسنده , , Shoujiang and Liu، نويسنده , , Qiaojing، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Pages :
13
From page :
695
To page :
707
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 :
Large deviations , ? - Brownian bridge , Parameter estimators
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2012
Journal title :
Journal of Statistical Planning and Inference
Record number :
2221788
Link To Document :
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