Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise (Q1657867)
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scientific article; zbMATH DE number 6917426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise |
scientific article; zbMATH DE number 6917426 |
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Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise (English)
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14 August 2018
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Malliavin calculus
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stochastic partial differential equations
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Berry-Esseen bound
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maximum likelihood estimator
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multiple stochastic integral
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Stein's method
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central limit theorem
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Kolmogorov distance
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