AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation-Reference-Cited by-同舟云学术

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AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation

Published:2020-02 Issue: Volume: Page:
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Douissi Soukaina,Es-Sebaiy Khalifa,Alshahrani Fatimah,Viens Frederi G.

Funder

Office of Naval Research

National Science Foundation

Fulbright Association

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference37 articles.

1. Extreme value autoregressive model and its applications;Balakrishna;J. Stat. Theory Pract.,2014

2. Parameter estimation of Gaussian stationary processes using the generalized method of moments;Barboza;Electron. J. Stat.,2017

3. Some solvable stochastic control problems;Bene;Stochastics,1980

4. Normal Approximation by Stein’s Method;Chen,2011

5. Weak convergence of an autoregressive process used in modeling population growth;Cumberland;J. Appl. Probab.,1982

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1. Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation;Fractal and Fractional;2021-10-26

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