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

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References

2006The Malliavin Calculus and Related Topics2,470 cited
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2011Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case55 cited
2013Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations53 cited

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2015Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)27 cited

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