2 papers
math.PR2018
Berry-Esséen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter
Yong Chen, Nenghui Kuang
For an Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter 0<H<1/2, one shows the Berry-Esséen bound of the least squares estimator of the drift…
math.PR2018
Berry-Esseen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes
Yong Chen, Nenghui Kuang, Ying Li
For an Ornstein-Uhlenbeck process driven by fractional Brownian motion with Hurst index , we show the Berry-Esséen bound of the least squares estimator of t…