Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12)
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Publication:5078518
DOI10.1080/03610926.2019.1678641OpenAlexW2981388452MaRDI QIDQ5078518
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Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1678641
Related Items (4)
The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean ⋮ Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes ⋮ Parameter estimation for Vasicek model driven by a general Gaussian noise ⋮ Calibrating fractional Vasicek model
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