Geodesic
Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion
Teoriâ slučajnyh processov, Tome 23 (2018) no. 1, pp. 82-92

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We obtain a Berry-Esseen type bound for the distribution of the maximum likelihood estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion.
Keywords: Fractional Ornstein-Uhlenbeck type process, sub-fractional Brownian motion, Maximum likelihood estimation, Berry-Esseen type bound. 
@article{THSP_2018_23_1_a6,
     author = {B. L. S. Prakasa Rao},
     title = {Berry-Esseen type bound for fractional {Ornstein-Uhlenbeck} type process driven by sub-fractional {Brownian} motion},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {82--92},
     publisher = {mathdoc},
     volume = {23},
     number = {1},
     year = {2018},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2018_23_1_a6/}
}
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B. L. S. Prakasa Rao. Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Teoriâ slučajnyh processov, Tome 23 (2018) no. 1, pp. 82-92. http://geodesic.mathdoc.fr/item/THSP_2018_23_1_a6/