Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154679 | Statistics & Probability Letters | 2006 | 13 Pages |
Abstract
The paper introduces some new approximate minimum contrast estimators of the drift parameter in the Ornstein-Uhlenbeck process based on discretely sampled data and obtains rates of weak convergence of the distributions of the estimators to the standard normal distribution using random, nonrandom and mixed normings.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jaya P.N. Bishwal,