Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (Q615932): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1968687856 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure central limit theorems on the Wiener space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-fractional Brownian motion and its relation to occupation times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian density process and its self-intersection local time of order \(k\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for non-linear functionals of Gaussian fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: A series expansion of fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for multiple stochastic integrals and Malliavin calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Almost Sure Limit Theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for sequences of multiple stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method on Wiener chaos / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method meets Malliavin calculus: a short survey with new estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4662408 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of the sub-fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inner product spaces of integrands associated to subfractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Wiener integral with respect to a sub-fractional Brownian motion on an interval / rank
 
Normal rank

Latest revision as of 14:35, 3 July 2024

scientific article
Language Label Description Also known as
English
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
scientific article

    Statements

    Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (English)
    0 references
    0 references
    7 January 2011
    0 references
    almost sure central limit theorem
    0 references
    fractional Brownian motion
    0 references
    Kolmogorov distance
    0 references
    Malliavin calculus
    0 references
    sub-fractional Brownian motion
    0 references
    Stein method
    0 references
    quadratic variation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references