Wasserstein bounds in CLT of approximative MCE and MLE of the drift
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Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck
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Least squares estimation for non-ergodic weighted fractional
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Estimating drift parameters in a non-ergodic Gaussian Vasicek-type modelStatistical Methods & Applications (SMA), 2019 |
Berry-Esséen bounds for parameter estimation of general Gaussian
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