The Berry-Ess\'{e}en Upper Bounds of Vasicek Model Estimators

arXiv2205.14632MaRDI QIDQ6400462

Yong Chen, Yu-Min Cheng

Publication date: 29 May 2022

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

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