Berry-Ess\'een bounds for parameter estimation of general Gaussian processes
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Publication:5742622
zbMath1423.60041arXiv1706.02420MaRDI QIDQ5742622
Khalifa Es-Sebaiy, Soukaina Douissi, Frederi G. Viens
Publication date: 15 May 2019
Full work available at URL: https://arxiv.org/abs/1706.02420
parameter estimationfractional Brownian motioncentral limit theoremlong memoryBerry-EsseenNourdin-Peccati analysis
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Uses Software
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