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math.PR2022
An Improved Berry-Esseen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes
Yong Chen, Xiangmeng Gu
The aim of this paper is twofold. First, it offers a novel formula to calculate the inner product of the bounded variation function in the Hilbert space associated wi…
math.ST2022
The Berry-Esséen Upper Bounds of Vasicek Model Estimators
Yong Chen, Yumin Cheng
The Berry-Esséen upper bounds of moment estimators and least squares estimators of the mean and drift coefficients in Vasicek models driven by general Gaussian processes are studie…