Rates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck process

Bishwal, J P NBose, A2012-11-162012-11-162001-07Computers & Mathematics with Applications,v. 42,no.1–2,p.23–38http://hdl.handle.net/10263/4827enStochastic differential equationOrnstein uhlenbeck processApproximate maximumlikelihood estimatorLeast squares estimatorLarge deviation probabilityEqually spaced observationsBerry-esseen boundRates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck processArticle