ALMOST SURE CENTRAL LIMIT THEOREMS FOR RANDOM RATIOS AND APPLICATIONS TO LSE FOR FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES
| Affiliation auteurs | Affiliation ok |
| Titre | ALMOST SURE CENTRAL LIMIT THEOREMS FOR RANDOM RATIOS AND APPLICATIONS TO LSE FOR FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES |
| Type de publication | Journal Article |
| Year of Publication | 2015 |
| Auteurs | Cenac P, Es-Sebaiy K |
| Journal | PROBABILITY AND MATHEMATICAL STATISTICS-POLAND |
| Volume | 35 |
| Pagination | 285-300 |
| Type of Article | Article |
| ISSN | 0208-4147 |
| Mots-clés | Almost sure central limit theorem, fractional Ornstein-Uhlenbeck process, least squares estimator, multiple stochastic integrals |
| Résumé | We will investigate an almost sure central 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 one. This result leads to the ASCLT for least squares estimators for Ornstein-Uhlenbeck process driven by fractional Brownian motion. |