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Sequential maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes

✍ Scribed by Chihoon Lee; Jaya P.N. Bishwal; Myung Hee Lee


Book ID
113757613
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
275 KB
Volume
142
Category
Article
ISSN
0378-3758

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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