Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595)
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scientific article; zbMATH DE number 6515217
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| English | Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion |
scientific article; zbMATH DE number 6515217 |
Statements
Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (English)
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1 December 2015
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central limit theorem
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fractional Brownian motion
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Hurst parameter
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estimation
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Berry-Esseen bound
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Kolmogorov distance
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Malliavin calculus
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0.8339872360229492
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0.8156850337982178
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0.8091496229171753
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