id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ma-179	Bishwal, Jaya P. N.	On the Kolmogorov Distance for the Maximum Likelihood Estimator in the Explosive Ornstein-Uhlenbeck Process	2023	17	.pdf	application/pdf	5560	317	80	10.28924/ada/ma.3.25 4 i.e., e−2θT IT D→ ξ2 2θ as T →∞.It can be shown that e−2θT IT → ξ2 2θ almost surely as T →∞. (1.18)By Itô formula, we have ZT = ∫ T 0 XsdWs = ∫ T 0 eθsξsdWs = ∫ T 0 ξsdηs = ξTηT − T − ∫ T 0 ηsdξs = ξTηT − T − ∫ T 0 ηse −θsdWs . − ξ)2 → 0 as T →∞, (2.21) E(ξt − ξs)2 ≤ C(t − s).	cache/ma-179.pdf	txt/ma-179.txt
