ALMOST SURE CENTRAL LIMIT THEOREMS FOR RANDOM RATIOS AND APPLICATIONS TO LSE FOR FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES

被引：0

作者：

Cenac, Peggy ^{[1
]}

Es-Sebaiy, Khalifa ^{[2
]}

机构：

[1] Univ Bourgogne, Inst Math Bourgogne, 9 Rue Alain Savary, F-21078 Dijon, France

[2] Cadi Ayyad Univ, Natl Sch Appl Sci Marrakesh, Gueliz, Marrakesh, Morocco

来源：

PROBABILITY AND MATHEMATICAL STATISTICS-POLAND | 2015年 / 35卷 / 02期

关键词：

Almost sure central limit theorem; least squares estimator; fractional Ornstein-Uhlenbeck process; multiple stochastic integrals; CONVERGENCE;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We will investigate an almost sure central limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely to one. This result leads to the ASCLT for least squares estimators for Ornstein-Uhlenbeck process driven by fractional Brownian motion.

引用

页码：285 / 300

页数：16

共 16 条

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