We study the asymptotic behaviors of estimators of the parameters in an Ornstein--Uhlenbeck process with linear drift, such as the law of the iterated logarithm (LIL) and Berry--Esseen bounds. As an application of the Berry--Esseen bounds, the precise rates in the LIL for the estimators are obtained.
"Berry--Esseen bounds and the law of the iterated logarithm for estimators of parameters in an Ornstein--Uhlenbeck process with linear drift." J. Appl. Probab. 49 (4) 978 - 989, December 2012. https://doi.org/10.1239/jap/1354716652