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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…