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Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes - MaRDI portal

Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes (Q2787066)

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scientific article; zbMATH DE number 6545319
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English
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 6545319

    Statements

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    24 February 2016
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    almost sure central limit theorem
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    least squares estimator
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    fractional Ornstein-Uhlenbeck process
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    multiple stochastic integrals
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    math.PR
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    Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes (English)
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