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Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes

✍ Scribed by Lijun Bo; Xuewei Yang

Book ID
116890489
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
289 KB
Volume
82
Category
Article
ISSN
0167-7152

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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