Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein–Uhlenbeck process using random normings

J. P. N. Bishwal، نويسنده ,

فصلنامه با شماره پیاپی سال 2001

13

427

439

Itˆo stochastic di0erential equation , Ornstein–Uhlenbeck process , Maximum likelihood estimator , Bayes estimators , Rate of weak convergence , Random normings

Statistics and Probability Letters

2001

Statistics and Probability Letters

139605