## 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
Uniform Rate of Weak Convergence of the Minimum Contrast Estimator in the Ornstein–Uhlenbeck Process
✍ Scribed by Jaya P. N. Bishwal
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 316 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1387-5841
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