Rates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck process
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Date
2001-07
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Keywords
Stochastic differential equation, Ornstein uhlenbeck process, Approximate maximumlikelihood estimator, Least squares estimator, Large deviation probability, Equally spaced observations, Berry-esseen bound
Citation
Computers & Mathematics with Applications,v. 42,no.1–2,p.23–38