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Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein–Uhlenbeck process

✍ Scribed by Jaya P.N. Bishwal


Book ID
108267332
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
181 KB
Volume
76
Category
Article
ISSN
0167-7152

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Rates of convergence of approximate maxi
✍ 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