Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion
B. L. S. Prakasa Rao
所有作者
B. L. S. Prakasa Rao
文献摘要
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.