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Parameter estimation for SDEs related to stationary Gaussian processes

Authors
  • Es-Sebaiy, Khalifa
  • Viens, Frederi G.
Type
Preprint
Publication Date
Jan 20, 2015
Submission Date
Jan 20, 2015
Identifiers
arXiv ID: 1501.04970
Source
arXiv
License
Yellow
External links

Abstract

In this paper, we study central and non-central limit theorems for partial sum of functionals of general stationary Gaussian fields. We apply our result to study drift parameter estimation problems for some stochastic differential equations related to stationary Gaussian processes.

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