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Communications in Statistics - Theory and Methods Volume 50, 2021 - Issue 13
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Research Article

Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12)

Yong Chena College of Mathematics and Information Science, Jiangxi Normal University, Nanchang, Jiangxi, ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-9590-4656View further author information
ORCID Icon &
Ying LIb School of Mathematics and Computional Science, Xiangtan University, Xiangtan, Hunan, ChinaView further author information
Pages 2996-3013 | Received 12 Feb 2019, Accepted 05 Oct 2019, Published online: 24 Oct 2019

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Read on this site (3)

Yong Chen, Zhen Ding & Ying Li. (2024) Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process. Communications in Statistics - Theory and Methods 53:11, pages 3920-3939.
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Yuecai Han & Nan Li. (2023) Calibrating fractional Vasicek model. Communications in Statistics - Theory and Methods 52:13, pages 4429-4443.
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Yong Chen, Ying Li & Xingzhi Pei. (2023) Parameter estimation for Vasicek model driven by a general Gaussian noise. Communications in Statistics - Theory and Methods 52:9, pages 3132-3148.
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Articles from other publishers (3)

Hui Jiang & Qing-shan Yang. (2024) Moderate Deviations for the Parameter Estimation in the Fractional Ornstein-Uhlenbeck Process with $$H \in (0,{1 \over 2})$$. Acta Mathematicae Applicatae Sinica, English Series.
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Maoudo Faramba Balde, Rachid Belfadli & Khalifa Es-Sebaiy. (2023) Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes. Stochastics and Dynamics 23:04.
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Guangjun Shen, Qian Yu & Zheng Tang. (2021) The Least Squares Estimator for an Ornstein-Uhlenbeck Process Driven by a Hermite Process with a Periodic Mean. Acta Mathematica Scientia 41:2, pages 517-534.
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