Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12)
2019
AbstractFor an Ornstein–Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter H∈(0,12), one shows the Berry–Esseen bound of the least squares estimator of the drift paramete...
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