AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation

Document Details

Document Type
Pub Defense Publication
Publication Date
Aug 01, 2022
Source ID
10.1016/j.spa.2020.02.007

Entities

People

  • Fatimah Alshahrani
  • Frederi G. Viens
  • Khalifa Es-sebaiy
  • Soukaina Douissi

Organizations

  • Fulbright Association
  • National Science Foundation
  • Office of Naval Research