非稳定状态α-布朗桥极大似然估计的精细大偏差展开

Sharp Large Deviation Expansion for the Unstable α-Brownian Bridge

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.