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A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces

✍ Scribed by M. Fuhrman


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
245 KB
Volume
8
Category
Article
ISSN
0893-9659

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## Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for two approximate maximum likelihood estimators of the drift parameter in the Ornstein-Uhlenbeck process are obtained when the process is observed at equally spaced dense time points. Also obtained