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Berry-Ess\'een bounds for parameter estimation of general Gaussian processes - MaRDI portal

Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622)

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scientific article; zbMATH DE number 7054951
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Berry-Ess\'een bounds for parameter estimation of general Gaussian processes
scientific article; zbMATH DE number 7054951

    Statements

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    15 May 2019
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    central limit theorem
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    Berry-Esseen
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    Nourdin-Peccati analysis
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    parameter estimation
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    fractional Brownian motion
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    long memory
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    math.PR
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    math.ST
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    stat.TH
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