Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by mixed fractional Brownian motion (Q4991279)
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scientific article; zbMATH DE number 7353863
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| English | Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by mixed fractional Brownian motion |
scientific article; zbMATH DE number 7353863 |
Statements
2 June 2021
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Berry-Esseen type bound
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maximum likelihood estimation
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mixed fractional Brownian motion
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fractional Ornstein-Uhlenbeck type process
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0.8692677021026611
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0.8620060086250305
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0.8601065874099731
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0.8594697713851929
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0.8492092490196228
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