Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process (Q5948815)
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scientific article; zbMATH DE number 1672039
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| English | Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 1672039 |
Statements
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process (English)
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12 November 2001
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equally spaced observations
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least squares estimator
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approximate maximum likelihood estimator
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Berry-Esseen bounds
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Ornstein-Uhlenbeck process
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0.8635232448577881
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0.8580459356307983
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0.8578062653541565
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0.8526684045791626
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