Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes (Q5133898)
From MaRDI portal
scientific article; zbMATH DE number 7272803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7272803 |
Statements
Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes (English)
0 references
11 November 2020
0 references
Berry-Esséen bound
0 references
fourth moment theorems
0 references
fractional Ornstein-Uhlenbeck process
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
