Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (Q5951996)
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scientific article; zbMATH DE number 1687528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings |
scientific article; zbMATH DE number 1687528 |
Statements
Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (English)
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2 July 2002
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Ito stochastic differential equation
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rate of weak convergence
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random normings
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maximum likelihood estimator
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Bayes estimators
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Ornstein-Uhlenbeck process
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