Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift (Q4903037)
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scientific article; zbMATH DE number 6127039
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English | Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift |
scientific article; zbMATH DE number 6127039 |
Statements
Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift (English)
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19 January 2013
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Berry-Esseen bound
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law of the iterated logarithm
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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precise rate
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