Berry-Esseen type bound of a sequence \X_NY_N\ and its application

DOI10.1016/J.JKSS.2016.03.004MaRDI QIDQ334831zbMATH OpenOpenAlexFDO

Authors Yoon Tae Kim, Hyun Suk Park

Publication date 1 November 2016

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2016.03.004

zbMATH Keywords

Malliavin calculusmaximum likelihood estimatorstochastic partial differential equationBerry-Esseen type boundscylindrical Brownian motionmultiple stochastic integral

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Stochastic integrals (60H05) (L^p)-limit theorems (60F25)

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Cites work

• scientific article; zbMATH DE number 431862 (Why is no real title available?)
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• Central limit theorems for sequences of multiple stochastic integrals
• Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
• Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation
• Gaussian Hilbert Spaces
• Normal approximations with Malliavin calculus. From Stein's method to universality
• On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations
• Random fields on the sphere. Representation, limit theorems and cosmological applications
• Selected aspects of fractional Brownian motion.
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Stein's method on Wiener chaos
• The Malliavin Calculus and Related Topics

Cited in

(1)

• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE

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