𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type

✍ Scribed by Luis Valdivieso; Wim Schoutens; Francis Tuerlinckx


Publisher
Springer Netherlands
Year
2008
Tongue
English
Weight
223 KB
Volume
12
Category
Article
ISSN
1387-0874

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Rates of convergence of approximate maxi
✍ J.P.N. Bishwal; A. Bose πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 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