Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
DOI10.1016/J.SPL.2011.04.002zbMATH Open1218.62084OpenAlexW1992635110MaRDI QIDQ552974FDOQ552974
Authors: Baobin Wang, Jinyou Yu, Hui Jiang 
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.04.002
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- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
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- Moderate deviations for parameter estimation in some time inhomogeneous diffusions
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Cited In (8)
- Berry-Esseen bounds for kernel estimates of stationary processes
- Title not available (Why is that?)
- Berry-Esseen inequalities for discretely observed diffusions
- An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process
- Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
- Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application
- Title not available (Why is that?)
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
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