Berry-Esseen type bound of a sequence \X_NY_N\ and its application
DOI10.1016/J.JKSS.2016.03.004zbMATH Open1351.60069OpenAlexW2345448468MaRDI QIDQ334831FDOQ334831
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
Malliavin calculusmaximum likelihood estimatorstochastic partial differential equationBerry-Esseen type boundscylindrical Brownian motionmultiple stochastic integral
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)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Malliavin Calculus and Related Topics
- Central limit theorems for sequences of multiple stochastic integrals
- Stein's method on Wiener chaos
- Normal approximations with Malliavin calculus. From Stein's method to universality
- Random Fields on the Sphere
- Gaussian Hilbert Spaces
- Selected aspects of fractional Brownian motion.
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations
- Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation
- Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
Cited In (1)
This page was built for publication: Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q334831)
