Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion

zbMath1424.62133arXiv1901.06102MaRDI QIDQ5383144

B. L. S. Prakasa Rao

Publication date: 19 June 2019

Full work available at URL: https://arxiv.org/abs/1901.06102

zbMATH Keywords

maximum likelihood estimationBerry-Esseen-type boundsub-fractional Brownian motionfractional Ornstein-Uhlenbeck-type process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09)

Related Items (5)

Fractional processes and their statistical inference: an overview ⋮ Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind ⋮ Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion ⋮ Maximum likelihood estimation for sub-fractional Vasicek model ⋮ Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion

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