Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency

Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev +1

Let $Z:=\{Z_t,t\ge 0\}$ be a stationary Gaussian process. We study two estimators of $\mathbb{E}[Z_0^2]$, namely ${\hat{f}}_T(Z):=\frac{1}{T}{\int }_0^T{Z}_t^{2}dt$, and $\wi…