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arXiv · 1901.06102

Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion

B. L. S. Prakasa Rao
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Abstract

We obtain a Berry-Esseen type bound for the distribution of the maximum likelihood estimator of the drift parameter for fractional Ornstein-uhlenbeck type process driven by sub-fractional Brownian motion.

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B. L. S. Prakasa Rao. 2019-01-18. Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion. https://arxiv.org/abs/1901.06102

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