非稳定状态α-布朗桥极大似然估计的精细大偏差展开

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英文篇名：Sharp Large Deviation Expansion for the Unstable α-Brownian Bridge 作者：陈廷 ; 赵守江 英文作者：CHEN Ting;ZHAO Shoujiang;College of Science,China Three Gorges University; 关键词：非稳定状态α-布朗桥 ; 极大似然估计 ; 精细大偏差展开 ; Taylor展开 英文关键词：the unstable α-Brownian bridge;;maximum likelihood estimator;;sharp large deviation expansion;;Taylor expansion 中文刊名：XFXY 英文刊名：Journal of Hubei University of Arts and Science 机构：三峡大学理学院; 出版日期：2017-02-15 出版单位：湖北文理学院学报 年：2017 期：v.38;No.224 基金：湖北省教育厅项目(Q20141210) 语种：中文; 页：XFXY201702005 页数：4 CN：02 ISSN：42-1830/Z 分类号：25-28

摘要

用测度变换和泰勒展开方法研究非稳定状态α-布朗桥极大似然估计的精细大偏差展开,得到其估计量指数型收敛速度的精细刻画.
        This article will study sharp large deviations for maximum likelihood estimator(MLE) of the unstable α-Brownian bridge by change of measure and Taylor expansion,which will get the sharp expression of the convergence rate of them.

引文

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