Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622): Difference between revisions

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+Berry-Ess\'een bounds for parameter estimation of general Gaussian processes
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+Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
+Normal rank
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+YUIMA
@@ Property / describes a project that uses: YUIMA / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
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+math.PR
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+Normal rank
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+math.ST
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+stat.TH
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+.02420
@@ Property / arXiv ID: 1706.02420 / rank @@
+Normal rank
@@ Property / cites work @@
+Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind
+Normal rank
@@ Property / cites work @@
+Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
+Normal rank
@@ Property / cites work @@
+Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
+Normal rank
@@ Property / cites work @@
+Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
+Normal rank
@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise
+Normal rank
@@ Property / cites work @@
+Berry-Ess\'een bounds for parameter estimation of general Gaussian processes
+Normal rank
@@ Property / cites work @@
+Q4096185
@@ Property / cites work: Q4096185 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations
+Normal rank
@@ Property / cites work @@
+The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
+Normal rank
@@ Property / cites work @@
+A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences
+Normal rank
@@ Property / cites work @@
+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+The optimal fourth moment theorem
@@ Property / cites work: The optimal fourth moment theorem / rank @@
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sequences of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Total variation estimates in the Breuer-Major theorem
+Normal rank
@@ Property / cites work @@
+Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5742622