Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency
Abstract This paper deals with the rate of convergence for the central limit theorem of estimators of the drift coefficient, denoted θ, for the Ornstein-Uhlenbeck process X : = { X t , t ≥ 0 } $X := \{X_{t},t\geq 0\}$ observed at high frequency. We provide an approximate minimum contrast estimator a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2023-04-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13660-023-02976-4 |