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Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein–Uhlenbeck process using random normings

Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein–Uhlenbeck process using random normings

J.P.N. Bishwal
  • 作者J.P.N. Bishwal
  • 卷第52卷
  • 期第4期
  • 印刷ISSN0167-7152
  • 文件大小123.70KB
  • 发表时间2001
  • DOI10.1016/s0167-7152(01)00026-8
  • 页码427-439
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