The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
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Cites work
- scientific article; zbMATH DE number 4069930 (Why is no real title available?)
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- A nonuniform bound on the rate of convergence in the martingale central limit theorem
- Convergence Rates for Probabilities of Moderate Deviations
- Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes
- Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
- Examples of moderate deviation principle for diffusion processes
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
- Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
- On cusp estimation of ergodic diffusion process
- On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
- Precise asymptotics for a new kind of complete moment convergence
- Precise asymptotics in complete moment convergence for self-normalized sums
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers
- Precise asymptotics in the law of the iterated logarithm.
- Precise asymptotics in the self-normalized law of the iterated logarithm
- Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
- Precise rates in the law of logarithm for i.i.d. random variables
- Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables
- Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process
- Sharp Large Deviations for the Ornstein--Uhlenbeck Process
Cited in
(9)- Asymptotic behaviours for the trajectory fitting estimator in Ornstein-Uhlenbeck process with linear drift
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
- Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift
- Rate of convergence for the maximum likelihood estimator in fractional Ornstein-Uhlenbeck processes
- How to test that a given process is an Ornstein-Uhlenbeck process
- On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
- Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift
- scientific article; zbMATH DE number 6776536 (Why is no real title available?)
- Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process
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