Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency (Q6067240)
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scientific article; zbMATH DE number 7778059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency |
scientific article; zbMATH DE number 7778059 |
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Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency (English)
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14 December 2023
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parameter estimation
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Ornstein-Uhlenbeck process
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rate of normal convergence of the estimators
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high frequency data
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