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# Berry-Esseen bound for MLE for linear stochastic differential equations driven by fractional Brownian motion

@inproceedings{Prakasa2003BerryEsseenBF, title={Berry-Esseen bound for MLE for linear stochastic differential equations driven by fractional Brownian motion}, author={B. L. S. Prakasa}, year={2003} }

- Published 2003

We investigate the rate of convergence of the distribution of the maximum likelihood estimator (MLE) of an unknown parameter in the drift coefficient of a stochastic process described by a linear stochastic differential equation driven by a fractional Brownian Motion (fBM). As a special case, we obtain the rate of convergence for the case of the fractional Ornstein-Uhlenbeck type process studied recently by Kleptsyna and Le Breton (2002).Â