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An Approximation for the Maximum Likelihood Estimator of the Infection Rate in the Simple Stochastic Epidemic

โœ Scribed by Youn J. Choi and Norman C. Severo


Book ID
124289391
Publisher
Oxford University Press
Year
1988
Tongue
English
Weight
291 KB
Volume
75
Category
Article
ISSN
0006-3444

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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