Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift (Q4903037)
From MaRDI portal
scientific article; zbMATH DE number 6127039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift |
scientific article; zbMATH DE number 6127039 |
Statements
Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift (English)
0 references
19 January 2013
0 references
Berry-Esseen bound
0 references
law of the iterated logarithm
0 references
maximum likelihood estimator
0 references
Ornstein-Uhlenbeck process
0 references
precise rate
0 references
0 references
