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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.