Optimal rates for parameter estimation of stationary Gaussian processes
From MaRDI portal
Publication:2274291
DOI10.1016/j.spa.2018.08.010zbMath1422.60031arXiv1603.04542OpenAlexW2963296412MaRDI QIDQ2274291
Khalifa Es-Sebaiy, Frederi G. Viens
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.04542
parameter estimationfractional Brownian motioncentral limit theoremstationary Gaussian processesBerry-Esséen theoremNourdin-Peccati analysis
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
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Uses Software
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