Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion

B.L.S. Prakasa Rao
Theory of Stochastic Processes
Vol.23 (39), no.1, 2018, pp.89-92
We obtain a Berry-Esseen type bound for the distribution of the maximum likelihood estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion.