scientific article; zbMATH DE number 3992651

zbMath0613.62042MaRDI QIDQ4720554

Arup Bose

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationOrnstein-Uhlenbeck processnormal distributionBerry-Esseen bounddrift parameterIto's formulaBurkholder inequalityEsseen's lemmanormalized maximum likelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (3)

Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications ⋮ Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings

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