Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/4827| Title: | Rates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck process |
| Authors: | Bishwal, J P N Bose, A |
| Keywords: | Stochastic differential equation Ornstein uhlenbeck process Approximate maximumlikelihood estimator Least squares estimator Large deviation probability Equally spaced observations Berry-esseen bound |
| Issue Date: | Jul-2001 |
| Citation: | Computers & Mathematics with Applications,v. 42,no.1–2,p.23–38 |
| URI: | http://hdl.handle.net/10263/4827 |
| Appears in Collections: | Computer Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Rates of convergence of approximate maximum likelihood estimators in the Orns.pdf | 12.73 MB | Adobe PDF | View/Open |
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