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Sharp
large
deviations
for the log-likelihood ratio of an α-Brownian bridge
Zhao, Shoujiang
;
Zhou, Yanping
- In:
Statistics & Probability Letters
83
(
2013
)
12
,
pp. 2750-2758
We studied the
sharp
large
deviations
for the log-likelihood ratio of an α-Brownian bridge. The full expansion of the …
Persistent link: https://www.econbiz.de/10011039982
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