Rates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck process

Bishwal, J P N; Bose, A

dc.contributor.author	Bishwal, J P N
dc.contributor.author	Bose, A
dc.date.accessioned	2012-11-16T07:05:16Z
dc.date.available	2012-11-16T07:05:16Z
dc.date.issued	2001-07
dc.identifier.citation	Computers & Mathematics with Applications,v. 42,no.1–2,p.23–38	en_US
dc.identifier.uri	http://hdl.handle.net/10263/4827
dc.language.iso	en	en_US
dc.subject	Stochastic differential equation	en_US
dc.subject	Ornstein uhlenbeck process	en_US
dc.subject	Approximate maximumlikelihood estimator	en_US
dc.subject	Least squares estimator	en_US
dc.subject	Large deviation probability	en_US
dc.subject	Equally spaced observations	en_US
dc.subject	Berry-esseen bound	en_US
dc.title	Rates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck process	en_US
dc.type	Article	en_US