3 papers
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).…
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…