Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process

DOI10.1177/0008068319950310zbMath0925.62357OpenAlexW2734528736MaRDI QIDQ4226881

Jaya P. N. Bishwal, Arup Bose

Publication date: 26 April 1999

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319950310

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Related Items (4)

Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process ⋮ Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process ⋮ Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings

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