3 papers
math.PR2024
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.PR2023
New Kolmogorov bounds in the CLT for random ratios and applications
Khalifa Es-Sebaiy, Fares Alazemi
We develop techniques for determining an explicit Berry-Esseen bound in the Kolmogorov distance for the normal approximation of a ratio of Gaussian functionals. We provide an upper…
math.ST2022
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency
Khalifa Es-Sebaiy, Fares Alazemi, Mishari Al-Foraih
This paper deals with the rate of convergence for the central limit theorem of estimators of the drift coefficient, denoted , for a Ornstein-Uhlenbeck process $X \coloneqq \{X_t…