Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes (Q2435765)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes |
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Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes (English)
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19 February 2014
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discrete-time observations
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least squares estimators
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Kolmogorov distance
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central limit theorem
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Malliavin calculus
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