Sharp berry esseen bound for the maximum likelihood estimator in the ornstein uhlen beck process

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SAN-62-SERIES-A-PT1-2000-P 1-10.pdf (182.53 KB)

Date

2000

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Keywords

Berry esseen bound, Maximum likelihood estimator, Ornstein uhlenbeck process, Ito stochastic differrential equation

Citation

Sankhya,62.pt1,p1-10

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http://hdl.handle.net/10263/2326

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Mathematics and Statistics

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