On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

Bernoulli

Volumn 11, Issue 4, 2005, Pages 643-664

  Van Zanten, Harry ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Continuous semimartingale; Entropy; Exponential inequalities; Maximum likelihood estimation; Rate of convergence

Indexed keywords

EID: 33845663540     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1126126763     Document Type: Article

References (23)

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