AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation
Authors:
- Soukaina DouissiSDSoukaina Douissi
- Khalifa Es-SebaiyKEKhalifa Es-Sebaiy
- Fatimah AlshahraniFAFatimah Alshahrani
- Frederi G. ViensFVFrederi G. Viens
- 1 August 2022
- journal article
- research article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 150, 886-918
Abstract
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Funding Information
- Office of Naval Research
- National Science Foundation
- Fulbright Association
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