Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind

DOI10.15559/21-VMSTA179OpenAlexW3165155076MaRDI QIDQ2062455

Khalifa Es-Sebaiy, Maoudo Faramba Baldé

Publication date: 27 December 2021

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/21-vmsta179

zbMATH Keywords

least squares estimatorBerry-Esseen boundsub-fractional Brownian motionsub-fractional Ornstein-Uhlenbeck process of second kind

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

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