Optimal Berry–Esseen bound for parameter estimation of SPDE with small noise - Kim, Yoon Tae; Park, Hyun Suk (Journal of the Korean Statistical Society, 2018)
Keywords: Applied Statistics; Bayesian Inference; Berry–Esseen bound; Central limit theorem; Kolmogorov distance; Malliavin calculus; Maximum likelihood estimator; Multiple stochastic integral; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Stein’s method; Stochastic partial differential equations; 통계학; 60F25; Maximum likelihood estimator; Kolmogorov distance; Stochastic partial differential equations; Stein’s method; Central limit theorem; Berry–Esseen bound; Multiple stochastic integral; 60H07; Malliavin calculus; Berry-Esseen bound