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On the Rate of Convergence of a Maximum Likelihood Process: The Case of Discontinuous Density

โœ Scribed by Mosyagin, V. E.

Book ID
118225825
Publisher
Society for Industrial and Applied Mathematics
Year
1991
Tongue
English
Weight
332 KB
Volume
35
Category
Article
ISSN
0040-585X

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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