Abstract
In this paper we present a unified approach to obtaining rates of convergence for the maximum likelihood estimator (MLE) in Brownian semimartingale models of the form dX
| Original language | English |
|---|---|
| Pages (from-to) | 643-664 |
| Journal | Bernoulli: A Journal of Mathematical Statistics and Probability |
| Volume | 11 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2005 |
Bibliographical note
MR2158254Fingerprint
Dive into the research topics of 'On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver