Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application

DOI10.1016/j.jkss.2016.03.004zbMath1351.60069OpenAlexW2345448468MaRDI QIDQ334831

Hyun Suk Park, Yoon Tae Kim

Publication date: 1 November 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.03.004

zbMATH Keywords

Malliavin calculusmaximum likelihood estimatorstochastic partial differential equationmultiple stochastic integralBerry-Esseen type boundscylindrical Brownian motion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Brownian motion (60J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) (L^p)-limit theorems (60F25)

Related Items (1)

Optimal Berry-Esseen bound for statistical estimations and its application to SPDE

Cites Work

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• Central limit theorems for sequences of multiple stochastic integrals
• Normal Approximations with Malliavin Calculus
• Random Fields on the Sphere
• The Malliavin Calculus and Related Topics
• Gaussian Hilbert Spaces

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