Derives total-variation Berry-Esseen bounds for quadratic variation of AR(1) processes with second Wiener chaos noise and applies them to mean-reversion estimation.
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AR(1) processes driven by second-chaos white noise: Berry-Ess\'een bounds for quadratic variation and parameter estimation
Derives total-variation Berry-Esseen bounds for quadratic variation of AR(1) processes with second Wiener chaos noise and applies them to mean-reversion estimation.