3 papers
math.PR2026
Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
Fares Alazemi, Abdulaziz Alsenafi, Yong Chen +1
We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional B…
math.PR2026
Parameter Estimation for Complex α-Fractional Brownian Bridge
Yong Chen, Lin Fang, Ying Li +1
We study the statistical inference problem for a complex -fractional Brownian bridge process defined by the stochastic differential equation \[ \mathrm{d}Z_t = -α\frac{Z_t…
math.PR2026
New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency
Khalifa Es-Sebaiy, Yong Chen
The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME).…