Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (Q5078518)
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scientific article; zbMATH DE number 7530964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) |
scientific article; zbMATH DE number 7530964 |
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Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (English)
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23 May 2022
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Berry-Esséen bound
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fourth moment theorems
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fractional Ornstein-Uhlenbeck process
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Malliavin calculus
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