Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-015-9125-x.pdf
Reference9 articles.
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3. Kleptsyna ML, Le Breton A (2002) Statistical analysis of the fractional Ornstein-Uhlenbeck type process. Stat Inference Stoch Process 5:229–248
4. Lin N, Lototsky SV (2014) Second order continuous-time non-stationary Gaussian autoregression. Stat Inference Stoch Process 17(1):19–49
5. Nourdin I, Peccati G (2012) Normal approximations with Malliavin calculus: Stein’s Method to Universality. Cambridge University Press, Cambridge
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