Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process (Q2736834)

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scientific article; zbMATH DE number 1644937
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English
Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 1644937

    Statements

    11 September 2001
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    Ito stochastic differential equation
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    Berry-Esseen bound
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    maximum likelihood estimator
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    Ornstein-Uhlenbeck process
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    Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process (English)
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