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arxiv: 1209.0137 · v1 · pith:G5Z5OBFQnew · submitted 2012-09-01 · 🧮 math.PR

Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes

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keywords almostascltfractionallimitornstein-uhlenbeckrandomsureapplications
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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.

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