Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476): Difference between revisions
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Berry-Esseen bounds | |||
| Property / zbMATH Keywords: Berry-Esseen bounds / rank | |||
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Kolmogorov distance | |||
| Property / zbMATH Keywords: Kolmogorov distance / rank | |||
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almost sure central limit theorem | |||
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bifractional Brownian motion | |||
| Property / zbMATH Keywords: bifractional Brownian motion / rank | |||
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Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
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Wiener chaos | |||
| Property / zbMATH Keywords: Wiener chaos / rank | |||
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multiple stochastic integrals | |||
| Property / zbMATH Keywords: multiple stochastic integrals / rank | |||
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quadratic variation | |||
| Property / zbMATH Keywords: quadratic variation / rank | |||
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Revision as of 13:02, 27 June 2023
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)
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8 March 2016
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Berry-Esseen bounds
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Kolmogorov distance
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almost sure central limit theorem
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bifractional Brownian motion
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Malliavin calculus
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Wiener chaos
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multiple stochastic integrals
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quadratic variation
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