A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion (Q502747): Difference between revisions
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Property / cites work: Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion / rank | |||
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Property / cites work: Lectures on Gaussian Approximations with Malliavin Calculus / rank | |||
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Property / cites work: Central and non-central limit theorems for weighted power variations of fractional Brownian motion / rank | |||
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Property / cites work: Stein's method on Wiener chaos / rank | |||
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Property / cites work: The Malliavin Calculus and Related Topics / rank | |||
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Property / cites work: Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion / rank | |||
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Latest revision as of 07:06, 13 July 2024
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English | A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion |
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A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion (English)
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6 January 2017
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fractional Brownian motion
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Malliavin calculus
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Kolmogorov distance
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subfractional Brownian motion
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Stein method
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quadratic variation
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