The statistical analysis for equations driven by fractional Gaussian process (fGp) is relatively
recent. The development of stochastic calculus with respect to the fGp allowed to study such …

We study rates of convergence in central limit theorems for partial sums of polynomial
functionals of general stationary and asymptotically stationary Gaussian sequences, using …

Abstract Fractional Ornstein–Uhlenbeck process of the second kind (fOU _ 2)(fOU 2) is a
solution of the Langevin equation d X_t=-θ X_t\, d t+ d Y_t^(1),\theta> 0 d X t=-θ X tdt+ d Y t …

We consider the parameter estimation problem for the Ornstein–Uhlenbeck process X driven
by a fractional Ornstein–Uhlenbeck process V, ie the pair of processes defined by the non …

We first study the drift parameter estimation of the fractional Ornstein–Uhlenbeck process
(fOU) with periodic mean for every 1 2< H< 1. More precisely, we extend the consistency …

We study the Langevin equation with stationary-increment Gaussian noise. We show the
strong consistency and the asymptotic normality with Berry–Esseen bound of the so-called …

We study a problem of parameter estimation for a non-ergodic Gaussian Vasicek-type model
defined as dX_t= θ (μ+ X_t) dt+ dG_t,\t ≥ 0 d X t= θ (μ+ X t) dt+ d G t, t≥ 0 with unknown …

We study rates of convergence in central limit theorems for the partial sum of squares of
general Gaussian sequences, using tools from analysis on Wiener space. No assumption of …

We construct the least-square estimator for the unknown drift parameter in the multifractional
Ornstein–Uhlenbeck model and establish its strong consistency in the non-ergodic case …

In this paper, we consider the self-normalized asymptotic properties of the parameter
estimators in the fractional Ornstein–Uhlenbeck process. The deviation inequalities, Cramér …