Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (Q5078518)
From MaRDI portal
scientific article; zbMATH DE number 7530964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) |
scientific article; zbMATH DE number 7530964 |
Statements
Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (English)
0 references
23 May 2022
0 references
Berry-Esséen bound
0 references
fourth moment theorems
0 references
fractional Ornstein-Uhlenbeck process
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
0 references
