Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes
DOI10.1142/s0219493723500296OpenAlexW4323360510MaRDI QIDQ6051212
Maoudo Faramba Baldé, Khalifa Es-Sebaiy, Rachid Belfadli
Publication date: 19 September 2023
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493723500296
Malliavin calculusleast squares estimatorGaussian Ornstein-Uhlenbeck processesrate of convergence of CLT
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic calculus of variations and the Malliavin calculus (60H07)
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