Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (Q708780)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5800273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5800273 |
Statements
Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (English)
0 references
14 October 2010
0 references
Itô stochastic differential equation
0 references
Ornstein-Uhlenbeck process
0 references
minimum contrast estimator
0 references
uniform rate of weak convergence
0 references
Fourier method
0 references
0 references
0 references
0 references
0 references
0.9086740016937256
0 references
0.8896572589874268
0 references
0.8538467884063721
0 references
0.8378204107284546
0 references
