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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5800273 |
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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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