Pages that link to "Item:Q5948815"

The following pages link to Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process (Q5948815):

Displaying 18 items.

• Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
• A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
• Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (Q708780) (← links)
• Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (Q1038957) (← links)
• Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process (Q2398411) (← links)
• Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (Q2430996) (← links)
• Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process (Q2497799) (← links)
• Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
• Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process (Q2736834) (← links)
• Berry–Esseen inequalities for discretely observed diffusions (Q3654437) (← links)
• On the rate of convergence of certain estimators of the parameters of stationary Gaussian random processes (Q3987004) (← links)
• Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process (Q4509163) (← links)
• A new estimating function for discretely sampled diffusions (Q5430546) (← links)
• (Q5687666) (← links)
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (Q5951996) (← links)
• Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency (Q6067240) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)