Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: An extension of bifractional Brownian motion / 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: 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: Non-central limit theorems for non-linear functional of Gaussian fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS / rank
 
Normal rank
Property / cites work
 
Property / cites work: CLT and other limit theorems for functionals of Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4811459 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A decomposition of the bifractional Brownian motion and some applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Gaussian Approximations with Malliavin Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method on Wiener chaos / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On bifractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of integrated processes of arbitrary Hermite rank / rank
 
Normal rank
Property / cites work
 
Property / cites work: Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion / rank
 
Normal rank

Latest revision as of 14:26, 11 July 2024

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

    Statements

    Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (English)
    0 references
    0 references
    0 references
    8 March 2016
    0 references
    Berry-Esseen bounds
    0 references
    Kolmogorov distance
    0 references
    almost sure central limit theorem
    0 references
    bifractional Brownian motion
    0 references
    Malliavin calculus
    0 references
    Wiener chaos
    0 references
    multiple stochastic integrals
    0 references
    quadratic variation
    0 references

    Identifiers

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