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

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dc.contributor.authorBishwal, J P N
dc.contributor.authorBose, A
dc.date.accessioned2012-11-16T07:05:16Z
dc.date.available2012-11-16T07:05:16Z
dc.date.issued2001-07
dc.identifier.citationComputers & Mathematics with Applications,v. 42,no.1–2,p.23–38en_US
dc.identifier.urihttp://hdl.handle.net/10263/4827
dc.language.isoenen_US
dc.subjectStochastic differential equationen_US
dc.subjectOrnstein uhlenbeck processen_US
dc.subjectApproximate maximumlikelihood estimatoren_US
dc.subjectLeast squares estimatoren_US
dc.subjectLarge deviation probabilityen_US
dc.subjectEqually spaced observationsen_US
dc.subjectBerry-esseen bounden_US
dc.titleRates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck processen_US
dc.typeArticleen_US

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