A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion
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Publication:502747
DOI10.5802/ambp.358zbMath1376.60059arXiv1207.5574OpenAlexW2146936359MaRDI QIDQ502747
Publication date: 6 January 2017
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.5574
fractional Brownian motionMalliavin calculusKolmogorov distancequadratic variationsubfractional Brownian motionStein method
Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
Cites Work
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Stein's method on Wiener chaos
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Lectures on Gaussian Approximations with Malliavin Calculus
- The Malliavin Calculus and Related Topics
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