Parameter estimation for SDEs related to stationary Gaussian processes

Abstract

In this paper, we study central and non-central limit theorems for partial sum of functionals of general stationary Gaussian fields. We apply our result to study drift parameter estimation problems for some stochastic differential equations related to stationary Gaussian processes.

References in corpus (2)

• Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case
• Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes