Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein–Uhlenbeck process using random normings

Rates of convergence of approximate maxi

Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process

✍ J.P.N. Bishwal; A. Bose 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 828 KB

## 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