The paper is concerned with the study of the rate of convergence of the distribution of a maximum likelihood estimator (MLE) of an unknown parameter in the drift coefficient of diffusion process described by a linear homogeneous stochastic differential equation. A bound on the rate of convergence of MLE to the true parameter is given
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equat...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
This paper is concerned with the study of the rate of convergence of the distribution of the maximum...
Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear h...
Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear h...
The paper is concerned with the distribution of the least squares estimator (LSE) of the drift param...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
AbstractThe maximum likelihood estimation of the unknown parameter of a diffusion process based on a...
The transition density of a diffusion process does not admit an explicit expression in general, whic...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
The transition density of a diffusion process does not admit an explicit expression in general, whic...
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equat...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
This paper is concerned with the study of the rate of convergence of the distribution of the maximum...
Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear h...
Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear h...
The paper is concerned with the distribution of the least squares estimator (LSE) of the drift param...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
AbstractThe maximum likelihood estimation of the unknown parameter of a diffusion process based on a...
The transition density of a diffusion process does not admit an explicit expression in general, whic...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
The transition density of a diffusion process does not admit an explicit expression in general, whic...
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equat...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...