On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

On the Berry-Esseen bound for maximum likelihood estimator for linear homogeneous diffusion processes

Mishra, M. N.
Prakasa Rao, B. L. S.

October 1985

The paper is concerned with the study of the rate of convergence of the distribution of a maximum li...

ON A BERRY-ESSEEN TYPE BOUND FOR THE MAXIMUM LIKELIHOOD ESTIMATOR OF A PARAMETER FOR SOME STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

M. N. Mishra

January 2004

This paper is concerned with the study of the rate of convergence of the distribution of the maximum...

Efficiency and bootstrap in the promotion time cure model

Portier, Francois
El Ghouch, Anouar
Van Keilegom, Ingrid

November 2017

On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

Zanten, JH Harry van

January 2005

In this paper we present a unified approach to obtaining rates of convergence for the maximum likeli...

On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

H A R Ry Va N Z A N T E N

April 2020

Citation for published version (APA): Zanten, van, J. H. (2005). On the rate of convergence of the m...

Convergence rates of posterior distributions for Brownian semimartingale models

Meulen, van der, F.H.
Vaart, van der, A.W.
Zanten, van, J.H.

January 2006

We consider the asymptotic behaviour of posterior distributions based on continuous observations fro...

Maximum likelihood estimator for skew Brownian motion: the convergence rate

Lejay, Antoine
Mazzonetto, Sara

February 2023

International audienceWe give a thorough description of the asymptotic property of the maximum likel...

Estimation in two classes of semiparametric diffusion models

Kristensen, Dennis

June 2004

In this paper we propose an estimation method for two classes of semiparametric scalar diffusion mod...

Estimation of a unimodal density

Prakasa Rao, B. L. S.

March 1969

Grenander (1956) derived the maximum likelihood estimator (MLE) for a unimodal density ƒ. We ob...

Exact MLE and asymptotic properties for nonparametric semi-Markov models

Trevezas, Samis
Limnios, Nikolaos

September 2011

International audienceThis article concerns maximum-likelihood estimation for discrete time homogene...

A maximal inequality for continuous martingales and M-estimation in a Gaussian whitenoise model

Nishiyama, Y.

August 1997

Some sufficient conditions to establish the rate of convergence of certain M-estimators in a Gaussia...

The rates of convergence of M-estimators for partly linear models in dependent cases

Shi, PD
Chen, XR

January 1996

Consider the partly Linear model Y-i = X(i)'beta(0)+g(0)(T-i)+e(i), where {((Ti, X(i))}(infinit...

The speed of convergence of the Threshold estimator of integrated variance

Mancini, Cecilia

April 2011

AbstractIn this paper we consider a semimartingale model for the evolution of the price of a financi...

RATE OF CONVERGENCE OF MAXIMUM LIKELIHOOD ESTIMATORS UNDER RELAXED SMOOTHNESS CONDITIONS ON THE LIKELIHOOD FUNCTION

Halonen, Brent

January 2015

This report reviews literature on the rate of convergence of maximum likelihood estimators and estab...

A NOTE ON THE CONVERGENT RATES OF M-ESTIMATES FOR A PARTLY LINEAR-MODEL

SHI, PD
LI, GY

January 1995

This paper concerns with M-estimators for the partly linear model Y-i = X(i)(tau) beta(o) + g(o)(T-i...

On the Berry-Esseen bound for maximum likelihood estimator for linear homogeneous diffusion processes

Mishra, M. N.
Prakasa Rao, B. L. S.

October 1985

The paper is concerned with the study of the rate of convergence of the distribution of a maximum li...

ON A BERRY-ESSEEN TYPE BOUND FOR THE MAXIMUM LIKELIHOOD ESTIMATOR OF A PARAMETER FOR SOME STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

M. N. Mishra

January 2004

This paper is concerned with the study of the rate of convergence of the distribution of the maximum...

Efficiency and bootstrap in the promotion time cure model

Portier, Francois
El Ghouch, Anouar
Van Keilegom, Ingrid

November 2017

On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

Zanten, JH Harry van

January 2005

In this paper we present a unified approach to obtaining rates of convergence for the maximum likeli...

On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

H A R Ry Va N Z A N T E N

April 2020

Citation for published version (APA): Zanten, van, J. H. (2005). On the rate of convergence of the m...

Convergence rates of posterior distributions for Brownian semimartingale models

Meulen, van der, F.H.
Vaart, van der, A.W.
Zanten, van, J.H.

January 2006

We consider the asymptotic behaviour of posterior distributions based on continuous observations fro...

Maximum likelihood estimator for skew Brownian motion: the convergence rate

Lejay, Antoine
Mazzonetto, Sara

February 2023

International audienceWe give a thorough description of the asymptotic property of the maximum likel...

Estimation in two classes of semiparametric diffusion models

Kristensen, Dennis

June 2004

In this paper we propose an estimation method for two classes of semiparametric scalar diffusion mod...

Estimation of a unimodal density

Prakasa Rao, B. L. S.

March 1969

Grenander (1956) derived the maximum likelihood estimator (MLE) for a unimodal density ƒ. We ob...

Exact MLE and asymptotic properties for nonparametric semi-Markov models

Trevezas, Samis
Limnios, Nikolaos

September 2011

International audienceThis article concerns maximum-likelihood estimation for discrete time homogene...

A maximal inequality for continuous martingales and M-estimation in a Gaussian whitenoise model

Nishiyama, Y.

August 1997

Some sufficient conditions to establish the rate of convergence of certain M-estimators in a Gaussia...

The rates of convergence of M-estimators for partly linear models in dependent cases

Shi, PD
Chen, XR

January 1996

Consider the partly Linear model Y-i = X(i)'beta(0)+g(0)(T-i)+e(i), where {((Ti, X(i))}(infinit...

The speed of convergence of the Threshold estimator of integrated variance

Mancini, Cecilia

April 2011

AbstractIn this paper we consider a semimartingale model for the evolution of the price of a financi...

RATE OF CONVERGENCE OF MAXIMUM LIKELIHOOD ESTIMATORS UNDER RELAXED SMOOTHNESS CONDITIONS ON THE LIKELIHOOD FUNCTION

Halonen, Brent

January 2015

This report reviews literature on the rate of convergence of maximum likelihood estimators and estab...

A NOTE ON THE CONVERGENT RATES OF M-ESTIMATES FOR A PARTLY LINEAR-MODEL

SHI, PD
LI, GY

January 1995

This paper concerns with M-estimators for the partly linear model Y-i = X(i)(tau) beta(o) + g(o)(T-i...

On the Berry-Esseen bound for maximum likelihood estimator for linear homogeneous diffusion processes

Mishra, M. N.
Prakasa Rao, B. L. S.

October 1985

The paper is concerned with the study of the rate of convergence of the distribution of a maximum li...

ON A BERRY-ESSEEN TYPE BOUND FOR THE MAXIMUM LIKELIHOOD ESTIMATOR OF A PARAMETER FOR SOME STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

M. N. Mishra

January 2004

This paper is concerned with the study of the rate of convergence of the distribution of the maximum...

Efficiency and bootstrap in the promotion time cure model

Portier, Francois
El Ghouch, Anouar
Van Keilegom, Ingrid

November 2017

On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

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On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

Abstract

Extracted data

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