Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes
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Publication:5133898
DOI10.1142/S0219493720500239zbMath1472.60090arXiv1806.01487MaRDI QIDQ5133898
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Publication date: 11 November 2020
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.01487
Non-Markovian processes: estimation (62M09) Stochastic calculus of variations and the Malliavin calculus (60H07) (L^p)-limit theorems (60F25)
Related Items (5)
The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean ⋮ Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise ⋮ Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications ⋮ Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes ⋮ An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process
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