Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs
We consider infinite dimensional extension of affine models as super Levy processes satisfying a nonlinear SPDE. We obtain the asymptotics of the conditional least squares estimators. Finally we obtain the Berry-Esseen inequality.
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| Format: | Article |
| Language: | English |
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Ada Academica
2024-05-01
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| Series: | European Journal of Mathematical Analysis |
| Online Access: | https://adac.ee/index.php/ma/article/view/203 |
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| author | Jaya P. N. Bishwal |
| author_facet | Jaya P. N. Bishwal |
| author_sort | Jaya P. N. Bishwal |
| collection | DOAJ |
| description | We consider infinite dimensional extension of affine models as super Levy processes satisfying a nonlinear SPDE. We obtain the asymptotics of the conditional least squares estimators. Finally we obtain the Berry-Esseen inequality. |
| format | Article |
| id | doaj-art-45f38f427f0a4739b4c656a100bf5d90 |
| institution | DOAJ |
| issn | 2733-3957 |
| language | English |
| publishDate | 2024-05-01 |
| publisher | Ada Academica |
| record_format | Article |
| series | European Journal of Mathematical Analysis |
| spelling | doaj-art-45f38f427f0a4739b4c656a100bf5d902025-08-20T02:39:52ZengAda AcademicaEuropean Journal of Mathematical Analysis2733-39572024-05-014121210.28924/ada/ma.4.12203Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEsJaya P. N. Bishwal0Department of Mathematics and Statistics, University of North Carolina at Charlotte, 376 Fretwell Bldg, 9201 University City Blvd. Charlotte, NC 28223-0001, USAWe consider infinite dimensional extension of affine models as super Levy processes satisfying a nonlinear SPDE. We obtain the asymptotics of the conditional least squares estimators. Finally we obtain the Berry-Esseen inequality.https://adac.ee/index.php/ma/article/view/203 |
| spellingShingle | Jaya P. N. Bishwal Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs European Journal of Mathematical Analysis |
| title | Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs |
| title_full | Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs |
| title_fullStr | Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs |
| title_full_unstemmed | Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs |
| title_short | Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs |
| title_sort | conditional least squares estimation for fractional super levy processes in nonlinear spdes |
| url | https://adac.ee/index.php/ma/article/view/203 |
| work_keys_str_mv | AT jayapnbishwal conditionalleastsquaresestimationforfractionalsuperlevyprocessesinnonlinearspdes |