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

In this paper, we study the Berry–Esseen bound of the distribution of the maximum likelihood estimation in some inhomogeneous diffusions. We prove that it converges to the normal distribution with an error rate O((−log∫tTσ2(s)ds)−12). Moreover, the obtained Berry–Esseen bound can be applied to study the precise asymptotics in the law of iterated logarithm for the maximum likelihood estimation.