## 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
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Sharp rates of convergence of maximum likelihood estimators in nonparametric models
β Scribed by Rolf-Dieter Reiss
- Publisher
- Springer
- Year
- 1984
- Tongue
- English
- Weight
- 430 KB
- Volume
- 65
- Category
- Article
- ISSN
- 1432-2064
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