Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
Work
Year: 2012
Type: article
Abstract: We study the asymptotic behaviors of estimators of the parameters in an Ornstein–Uhlenbeck process with linear drift, such as the law of the iterated logarithm (LIL) and Berry–Esseen bounds. As an app... more
Source: Journal of Applied Probability
Author Hui Jiang
Cites: 17
Cited by: 9
Related to: 10
FWCI: 0.728
Citation percentile (by year/subfield): 75.81
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze