Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (Q5951996)
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scientific article; zbMATH DE number 1687528
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| English | Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings |
scientific article; zbMATH DE number 1687528 |
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Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (English)
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2 July 2002
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Ito stochastic differential equation
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rate of weak convergence
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random normings
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maximum likelihood estimator
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Bayes estimators
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Ornstein-Uhlenbeck process
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0.8955354690551758
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0.8635232448577881
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0.832929253578186
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0.8246803879737854
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