Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions

Yasutaka Shimizu, Shohei Nakajima

We will consider the following stochastic differential equation (SDE): \begin{equation} X_t=X_0+\int_0^tb(X_s,θ_0)ds+σB_t,~~~t\in(0,T], \end{equation} where $\{B_t{\}}_{t\ge 0}$ is a…