Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion

DOI10.1186/1029-242X-2013-275zbMath1282.60033OpenAlexW2103700758WikidataQ59301313 ScholiaQ59301313MaRDI QIDQ2436145

Jing Cui, Guang Jun Shen, Litan Yan

Publication date: 21 February 2014

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1029-242x-2013-275

zbMATH Keywords

Malliavin calculusStein's methodalmost sure central limit theoremmultiple stochastic integralweighted fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ Unnamed Item ⋮ Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion ⋮ Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion ⋮ Unnamed Item ⋮ Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion

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