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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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
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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