most citedDrift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind

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math.PR2015

Optimal Berry-Esseen bounds on the Poisson space

Ehsan Azmoodeh, Giovanni Peccati

We establish new lower bounds for the normal approximation in the Wasserstein distance of random variables that are functionals of a Poisson measure. Our results generalize previou…

math.PR2013★ 1 cited

Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind

Ehsan Azmoodeh, Jose Igor Morlanes

Fractional Ornstein-Uhlenbeck process of the second kind is solution of the Langevin equation wit…