scientific article; zbMATH DE number 3992651

zbMATH Open0613.62042MaRDI QIDQ4720554FDOQ4720554

Authors: Arup Bose 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Berry-Esseen boundnormal distributionOrnstein-Uhlenbeck processstochastic differential equationdrift parameterIto's formulaBurkholder inequalityEsseen's lemmanormalized maximum likelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cited In (7)

• Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
• Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process
• Title not available (Why is that?)
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
• Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
• Title not available (Why is that?)

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