Bias-correction of the maximum likelihood estimator for the α-Brownian bridge
Year of publication: |
2014
|
---|---|
Authors: | Görgens, Maik ; Thulin, Måns |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 93.2014, C, p. 78-86
|
Publisher: |
Elsevier |
Subject: | α-Brownian bridge | Bias-correction | Estimation | Scaled Brownian bridge |
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