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Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency - MaRDI portal

Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617)

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Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
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    Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (English)
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    11 May 2022
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    parameter estimation
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    strong consistency
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    rate of normal convergence of the estimators
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    stationary Gaussian processes
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    continuous-time observation
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    high frequency data
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