Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications

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In this paper,we study the Berry-Esseen bound of the distribution of the maximumlikelihood estimation in some inhomogeneous diffusions.We prove that it converges to the normal distribution with an error rate O((-log∫tTtσ2(s)ds)-1/2).Moreover,the obtained Berry-Esseen bound can be applied to study the preciseasymptotics in the law of iterated logarithm for the maximum likelihood estimation.
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