1 citations · 3 across the 8 of their papers we have counts for
8 papers
Berry-Esseen bound for the Moment Estimation of the fractional Ornstein-Uhlenbeck model under fixed step size discrete observations
Zheng Tang, Ying Li, Haili Yang +2
Let the Ornstein-Uhlenbeck process driven by a fractional Brownian motion described by with known parameter $H\in (0,\f…
Statistical Estimations for Non-Ergodic Vasicek Model Driven by Two Types of Gaussian Processes
Yong Chen, Wu-Jun Gao, Ying Li
We study the joint asymptotic distribution of the least squares estimator of the parameter for the non-ergodic Vasicek models driven by seven specific Gaussian processes.…
The Properties of Fractional Gaussian Process and Their Applications
Yong Chen, Ying Li
The process is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of…
Berry-Esseen bounds and almost sure CLT for the quadratic variation of a general Gaussian process
Yong Chen, Zhen Ding, Ying Li
In this paper, we consider the explicit bound for the second-order approximation of the quadratic variation of a general fractional Gaussian process . The second or…
Parameter estimation for Vasicek model driven by a general Gaussian noise
Xingzhi Pei
This paper developed an inference problem for Vasicek model driven by a general Gaussian process. We construct a least squares estimator and a moment estimator for the drift parame…
Second Moment Estimator for An AR(1) Model Driven by A Long Memory Gaussian Noise
Yong Chen, Li Tian, Ying Li
In this paper, we consider an inference problem for the first order autoregressive process driven by a long memory stationary Gaussian process. Suppose that the covariance function…