Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion (Q2436145): Difference between revisions

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Latest revision as of 08:44, 30 July 2024

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Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion
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    Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion (English)
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    21 February 2014
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    weighted fractional Brownian motion
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    almost sure central limit theorem
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    Malliavin calculus
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    Stein's method
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    multiple stochastic integral
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