Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process (Q2398411): Difference between revisions

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+https://doi.org/10.1016/j.jkss.2017.01.002
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+W2584917234
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+Q3894827
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+Q2736834
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+Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
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+Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process
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+Normal Approximation by Stein’s Method
@@ Property / cites work: Normal Approximation by Stein’s Method / rank @@
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+Central limit theorems for quadratic forms in random variables having long-range dependence
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+The accuracy of the normal approximation for minimum contrast estimates
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+Q3729860
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+Cumulants on the Wiener space
@@ Property / cites work: Cumulants on the Wiener space / rank @@
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+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
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+The Berry-Esseen bound for minimum contrast estimates
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+Absolute continuity of probability laws of Wiener functionals
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+Publication:2398411