Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application

DOI10.1016/j.jkss.2016.03.004zbMath1351.60069MaRDI QIDQ334831

Hyun Suk Park, Yoon Tae Kim

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 calculus; maximum likelihood estimator; stochastic partial differential equation; multiple stochastic integral; Berry-Esseen type bounds; cylindrical Brownian motion

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F05: Central limit and other weak theorems

60J65: Brownian motion

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60F25: (L^p)-limit theorems

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

Cites Work

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