U-statistics have long been known as a class of nonparametric estimators with good theoretical properties such as unbiasedness and asymptotic normality. However, their applications in modern statistical analysis are limited due to the high computational complexity, especially when massive data...

The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven by Gaussian white noise. The emphasis is on the...