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 application of the Berry–Esseen bounds, the precise rates in the LIL for the estimators are obtained.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
8 articles.
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