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.