Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
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Publication:4903037
DOI10.1239/jap/1354716652zbMath1293.60039MaRDI QIDQ4903037
Publication date: 19 January 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1354716652
law of the iterated logarithm; Ornstein-Uhlenbeck process; maximum likelihood estimator; Berry-Esseen bound; precise rate
62M05: Markov processes: estimation; hidden Markov models
60F15: Strong limit theorems
60J60: Diffusion processes
Related Items
Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process, Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process, Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift, Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators, Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift
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