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Theory of Stochastic Processes, 2018, Volume 23(39), Issue 1, Pages 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
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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.
Keywords: Fractional Ornstein-Uhlenbeck type process, sub-fractional Brownian motion, Maximum likelihood estimation, Berry-Esseen type bound.
Bibliographic databases:
Document Type: Article
MSC: Primary 62M09; Secondary 60G22
Language: English
Citation: B. L. S. Prakasa Rao, “Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion”, Theory Stoch. Process., 23(39):1 (2018), 82–92
Citation in format AMSBIB
\Bibitem{Pra18}
\by B.~L.~S.~Prakasa Rao
\paper Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion
\jour Theory Stoch. Process.
\yr 2018
\vol 23(39)
\issue 1
\pages 82--92
\mathnet{http://mi.mathnet.ru/thsp265}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3948508}
\zmath{https://zbmath.org/?q=an:07068458}
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