Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter
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DOI: 10.1080/03610926.2019.1678641
Abstract: Abstract For an Ornstein–Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter one shows the Berry–Esséen bound of the least squares estimator of the drift parameter. Thus, a problem left in Chen, Kuang,… read more here.
Keywords: berry ess; ornstein uhlenbeck; parameter; ess bound ... See more keywords