Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process
DOI10.1080/02331888.2022.2120878zbMath1497.62221OpenAlexW4296350490MaRDI QIDQ5044085
Jin Shao, Hui Jiang, Shaochen Wang
Publication date: 24 October 2022
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2022.2120878
Edgeworth expansionBerry-Esseen boundsmultiple Wiener-Itô integralsCramér-type moderate deviations\(\alpha\)-Wiener bridge
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Large deviations (60F10) Estimation in survival analysis and censored data (62N02)
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