Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge (Q2131995)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge |
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Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge (English)
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27 April 2022
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\( \alpha \)-Brownian bridge
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rate of convergence
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MLE
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Kolmogorov distance
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Malliavin calculus
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