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

DOI10.1016/j.jmva.2017.01.006zbMath1358.60042OpenAlexW2571848919MaRDI QIDQ512025

Yoon Tae Kim, Hyun Suk Park

Publication date: 23 February 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.01.006

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsStein's methodcentral limit theoremKolmogorov distancemaximum likelihood estimatormultiple stochastic integralBerry-Esseen bound

Mathematics Subject Classification ID

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

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