Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs

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Published: May 22, 2024
Vol. 4 (2024), 12
DOI: https://doi.org/10.28924/ada/ma.4.12

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Jaya P. N. Bishwal
Department of Mathematics and Statistics, University of North Carolina at Charlotte, 376 Fretwell Bldg, 9201 University City Blvd. Charlotte, NC 28223-0001, USA

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.

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Vol. 4 (2024)
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