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Modern Stochastics: Theory and Applications


 
Keywords: least squares estimator   
 

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Convergence rate of CLT for the drift estimation of sub-fractional Ornstein–Uhlenbeck process of second kind
   
Maoudo Faramba Baldé   Khalifa Es-Sebaiy ORCID icon link to view author Khalifa Es-Sebaiy details  
https://doi.org/10.15559/21-VMSTA179
Pub. online: 20 May 2021      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 8, Issue 3 (2021), pp. 329–347
   Abstract
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
   
Alexander V. Ivanov ORCID icon link to view author Alexander V. Ivanov details   Igor V. Orlovskyi ORCID icon link to view author Igor V. Orlovskyi details  
https://doi.org/10.15559/18-VMSTA102
Pub. online: 7 May 2018      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 5, Issue 2 (2018), pp. 191–206
   Abstract


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