Pages that link to "Item:Q5078518"
From MaRDI portal
The following pages link to Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (Q5078518):
Displayed 4 items.
- The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
- Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes (Q6051212) (← links)
- Parameter estimation for Vasicek model driven by a general Gaussian noise (Q6106256) (← links)
- Calibrating fractional Vasicek model (Q6169355) (← links)