Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process (Q2398411)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process |
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Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process (English)
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16 August 2017
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Ornstein-Uhlenbeck process
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Berry-Esseen bound
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maximum likelihood estimator
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multiple stochastic integral
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Malliavin calculus
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Edgeworth expansion
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