Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
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Publication:2787066
zbMath1333.60048arXiv1209.0137MaRDI QIDQ2787066
Khalifa Es-Sebaiy, Peggy Cénac
Publication date: 24 February 2016
Full work available at URL: https://arxiv.org/abs/1209.0137
least squares estimatoralmost sure central limit theoremmultiple stochastic integralsfractional Ornstein-Uhlenbeck process
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Diffusion processes (60J60) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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