Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process (Q5044085)
From MaRDI portal
scientific article; zbMATH DE number 7606153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process |
scientific article; zbMATH DE number 7606153 |
Statements
Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process (English)
0 references
24 October 2022
0 references
Berry-Esseen bounds
0 references
Cramér-type moderate deviations
0 references
Edgeworth expansion
0 references
\(\alpha\)-Wiener bridge
0 references
multiple Wiener-Itô integrals
0 references
0 references
0 references
0 references
0 references
0 references
0 references
