6533b7cefe1ef96bd12572ae
RESEARCH PRODUCT
Almost sure central limit theorems for random ratios and applications to lse for fractional ornstein–uhlenbeck processes
P. CénacKhalifa Es-sebaiysubject
Mathematics::ProbabilityProbability (math.PR)FOS: MathematicsMathematics - Probability60F05 60G15 60H05 60H07description
We investigate an almost sure 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 1. This result leads to the ASCLT for least square estimators for Ornstein-Uhlenbeck process driven by fractional Brownian motion.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2012-09-01 |