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):
Displaying 5 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)
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process (Q6571719) (← links)
- Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)
