Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency
DOI10.1186/s13660-023-02976-4arXiv2211.11566OpenAlexW4367055753MaRDI QIDQ6067240
Mishari Al-Foraih, Khalifa Es-Sebaiy, Fares Alazemi
Publication date: 14 December 2023
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2211.11566
parameter estimationOrnstein-Uhlenbeck processhigh frequency datarate of normal convergence of the estimators
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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