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Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process

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Keywords: Approximate maximum likelihood estimator; Berry-Esseen bound; Equally spaced observations; Large deviation probability; Least squares estimator; Ornstein-Uhlenbeck process; Stochastic differential equation

Document Type: Research Article

DOI: http://dx.doi.org/10.1016/S0898-1221(01)00127-4

Publication date: July 1, 2001

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