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Jaya P. N. Bishwal, Second order asymptotics for the Vasicek model driven by Levy processes, Eur. J. Math. Appl. 5 (2025), Article ID 2.

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Volume 5 (2025), Article ID 2

https://doi.org/10.28919/ejma.2025.5.2

Published: 06/01/2025

Abstract:

In the Vasicek model driven by Levy processes, we obtain the bound on the Kolmogorov distance, i.e., the rate of weak convergence to normality for the maximum likelihood estimator of the speed of mean reversion parameter.

How to Cite:

Jaya P. N. Bishwal, Second order asymptotics for the Vasicek model driven by Levy processes, Eur. J. Math. Appl. 5 (2025), Article ID 2. https://doi.org/10.28919/ejma.2025.5.2