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Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process - MaRDI portal

Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (Q708780)

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scientific article; zbMATH DE number 5800273
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English
Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 5800273

    Statements

    Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (English)
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    14 October 2010
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    Itô stochastic differential equation
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    Ornstein-Uhlenbeck process
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    minimum contrast estimator
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    uniform rate of weak convergence
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    Fourier method
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