Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion (Q2436145)
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English | Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion |
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Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion (English)
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21 February 2014
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weighted fractional Brownian motion
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almost sure central limit theorem
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Malliavin calculus
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Stein's method
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multiple stochastic integral
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