Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs
Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs
Jaya P. N. Bishwal
2024 · DOI: 10.28924/ada/ma.4.12
European Journal of Mathematical Analysis · 0 Citations
Abstract
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.
