this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal C...this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal Cramer-type moderate deviations of the Ornstein-Uhlenbeck process andα-Brownian bridge can be obtained.The main methods are the change of measure method and asymptotic analysis technique.展开更多
基金supported by the NSFC(12101358,12471095)the Natural Science Foundation of Hubei Province in China(2024AFC020)the Fundamental Research Funds for the Central Universities,South-Central MinZu University(CZY23010)。
文摘this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal Cramer-type moderate deviations of the Ornstein-Uhlenbeck process andα-Brownian bridge can be obtained.The main methods are the change of measure method and asymptotic analysis technique.
