Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal rates for parameter estimation of stationary Gaussian processes |
scientific article |
Statements
Optimal rates for parameter estimation of stationary Gaussian processes (English)
0 references
19 September 2019
0 references
central limit theorem
0 references
Berry-Esséen theorem
0 references
stationary Gaussian processes
0 references
Nourdin-Peccati analysis
0 references
parameter estimation
0 references
fractional Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references