AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806)
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scientific article
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| English | AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation |
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AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (English)
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20 June 2022
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central limit theorem
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Berry-Esséen
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Malliavin calculus
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parameter estimation
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time series
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Wiener chaos
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0.7515851259231567
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0.7454725503921509
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0.7436259388923645
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0.7377897500991821
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0.7334737181663513
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