{
  "id": "1810.02177",
  "version": "v1",
  "published": "2018-10-04T12:49:27.000Z",
  "updated": "2018-10-04T12:49:27.000Z",
  "title": "Berry-Esséen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter 0<H<1/2",
  "authors": [
    "Yong Chen",
    "Nenghui Kuang"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "For an Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter 0<H<1/2, one shows the Berry-Ess\\'{e}en bound of the least squares estimator of the drift parameter. Thus, a problem left in the previous paper (Chen, Kuang and Li in Stochastics and Dynamics, 2019+) is solved, where the Berry-Ess\\'{e}en bound of the least squares estimator is proved for 1/2<=H<=3/4. An approach based on Malliavin calculus given by Kim and Park \\cite{kim 3} is used",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-04T12:49:27.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H07",
      "60F25",
      "62M09"
    ],
    "keywords": [
      "fractional ornstein-uhlenbeck processes",
      "hurst parameter",
      "berry-esséen bound",
      "parameter estimation",
      "squares estimator"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}