Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617)
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English | Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency |
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Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (English)
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11 May 2022
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parameter estimation
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strong consistency
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rate of normal convergence of the estimators
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stationary Gaussian processes
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continuous-time observation
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high frequency data
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