Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge (Q2131995)
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scientific article; zbMATH DE number 7514900
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| English | Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge |
scientific article; zbMATH DE number 7514900 |
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Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge (English)
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27 April 2022
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\( \alpha \)-Brownian bridge
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rate of convergence
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MLE
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Kolmogorov distance
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Malliavin calculus
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0.8128858208656311
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0.8082595467567444
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0.7947725057601929
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0.7811180353164673
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0.7755498290061951
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