2000 character limit reached
Berry-Esseen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes
Published 5 Jun 2018 in math.PR | (1806.01487v5)
Abstract: For an Ornstein-Uhlenbeck process driven by fractional Brownian motion with Hurst index $H\in [\frac12,\frac34]$, we show the Berry-Ess\'een bound of the least squares estimator of the drift parameter. We use an approach based on Malliavin calculus given by Kim and Park \cite{kim 3}.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.