Asymptotic behaviours for maximum likelihood estimator of drift parameter in \(\alpha\)-Wiener bridge process (Q5044085)
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scientific article; zbMATH DE number 7606153
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| English | Asymptotic behaviours for maximum likelihood estimator of drift parameter in \(\alpha\)-Wiener bridge process |
scientific article; zbMATH DE number 7606153 |
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Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process (English)
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24 October 2022
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Berry-Esseen bounds
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Cramér-type moderate deviations
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Edgeworth expansion
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\(\alpha\)-Wiener bridge
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multiple Wiener-Itô integrals
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0.8128858208656311
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0.766332745552063
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0.7641768455505371
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0.7611364126205444
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