Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein–Uhlenbeck process

Jaya P.N. Bishwal، نويسنده ,

فصلنامه با شماره پیاپی سال 2006

13

1397

1409

Rate of weak convergence , Berry–Esseen type bound , Itoˆ stochastic differential equation , Ornstein–Uhlenbeck process , Approximate minimum contrast estimators , Discrete observations , Symmetricestimators , moment problem

Statistics and Probability Letters

2006

Statistics and Probability Letters

140784