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AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation
Douissi, Soukaina, Es-Sebaiy, Khalifa, Alshahrani, Fatimah, Viens, Frederi G.Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2020.02.007
Date:
February, 2020
File:
PDF, 1.13 MB
english, 2020