Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process
1995 ◽
Vol 45
(3-4)
◽
pp. 245-252
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Keyword(s):
Berry-Bsseen bounds with random norming and Jario deviation probabilities arc derived for the maximum likelihood estimator of the drift parameter in tho Ornstoin-Uhlenbeck proccss. AMS (1991) Subject Classification: Primary 62F12, 62M05 Secondary 60FOS, 60F10
2013 ◽
Vol 13
(03)
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pp. 1250025
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2001 ◽
Vol 52
(4)
◽
pp. 427-439
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2018 ◽
pp. 439
2001 ◽
Vol 98
(1-2)
◽
pp. 89-99
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2020 ◽
Vol 28
(3)
◽
pp. 183-196