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.

中文翻译：

---

雅可比过程中最大似然估计量的指数非均匀 Berry-Esseen 界

我们使用测度变化方法和精确渐近分析技术，为超球雅可比过程中未知漂移参数的最大似然估计建立了指数非均匀 Berry-Esseen 界。作为应用，获得了相应最大似然估计的最优均匀 Berry-Esseen 界和最优 Cramér 型适度偏差。