Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (Q3094226): Difference between revisions
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Revision as of 20:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus |
scientific article |
Statements
Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (English)
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21 October 2011
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limit theorems
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long memory
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moving average
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multiple stochastic integrals
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Malliavin calculus
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weak convergence
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