RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2018, том 23(39), выпуск 1, страницы 82–92 (Mi thsp265)

Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion

B. L. S. Prakasa Rao

CR Rao Advanced Institute of Research in Mathematics, Statistics and Computer Science, Hyderabad 500046, India

Аннотация: 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.

Ключевые слова: Fractional Ornstein-Uhlenbeck type process, sub-fractional Brownian motion, Maximum likelihood estimation, Berry-Esseen type bound.

MSC: Primary 62M09; Secondary 60G22

Язык публикации: английский



Реферативные базы данных:


© МИАН, 2024