Work

Berry–Esséen bounds for the least squares estimator for discretely observed fractional Ornstein–Uhlenbeck processes

Year: 2013

Type: article

Source: Statistics & Probability Letters

DOI: 10.1016/j.spl.2013.06.032

Author: Khalifa Es-Sebaiy

Institution: Cadi Ayyad University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2010754767

FWCI: 4.665

Cites: 15

Cited by: 39

Related to: 10