The accuracy of the normal approximation for minimum contrast estimates

DOI10.1007/BF00538488zbMath0196.21801MaRDI QIDQ5592753

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Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (9)

Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach ⋮ Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process ⋮ Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion ⋮ Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates ⋮ Kernel estimation of conditional density with truncated, censored and dependent data ⋮ Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes ⋮ Optimal Berry-Esseen bound for statistical estimations and its application to SPDE ⋮ Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process ⋮ The Berry-Esseen bound for minimum contrast estimates

Cites Work

• Asymptotic efficiency of the maximum likelihood estimator
• On the measurability and consistency of minimum contrast estimates
• A note on the rate of convergence of a mean
• On Fisher's Bound for Asymptotic Variances
• Note on the Consistency of the Maximum Likelihood Estimate
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