雅可比过程中最大似然估计子的指数非均匀贝里-埃森边界

Pub Date : 2024-02-14 DOI:10.1017/jpr.2023.100

Hui Jiang, Qihao Lin, Shaochen Wang

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引用次数: 0

摘要

我们利用度量变化方法和精确渐近分析技术，为超球面雅可比过程中未知漂移参数的最大似然估计值建立了指数非均匀贝里-埃森约束。作为应用，得到了相应最大似然估计器的最优均匀贝里-埃森约束和最优克拉梅尔型中等偏差。

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

We establish the exponential nonuniform Berry–Esseen bound for the maximum likelihood estimator of unknown drift parameter in an ultraspherical Jacobi process using the change of measure method and precise asymptotic analysis techniques. As applications, the optimal uniform Berry–Esseen bound and optimal Cramér-type moderate deviation for the corresponding maximum likelihood estimator are obtained.

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