Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process (Q2497799)
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scientific article; zbMATH DE number 5043946
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| English | Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5043946 |
Statements
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process (English)
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4 August 2006
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Itô stochastic differential equation
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Ornstein-Uhlenbeck process
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approximate minimum contrast estimators
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symmetric estimators
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discrete observations
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moment problem
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rate of weak convergence
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Berry-Esseen type bound
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0.96803254
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0.9297074
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0.90280735
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0.90259796
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0.9017304
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0.8996376
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0.8956785
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0.8929134
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0.8917901
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