An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process

DOI10.1017/jpr.2023.100MaRDI QIDQ6617603

Qihao Lin, Shaochen Wang, Hui Jiang

Publication date: 11 October 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatorBerry-Esseen boundJacobi processCramér-type moderate deviation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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