Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
classification
🧮 math.PR
keywords
almostascltfractionallimitornstein-uhlenbeckrandomsureapplications
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.