Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
DOI10.1515/rose-2016-0001zbMath1335.60017arXiv1203.2786OpenAlexW1595042790MaRDI QIDQ254476
Soufiane Aazizi, Khalifa Es-Sebaiy
Publication date: 8 March 2016
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2786
Malliavin calculusKolmogorov distancealmost sure central limit theoremquadratic variationWiener chaosBerry-Esseen boundsbifractional Brownian motionmultiple stochastic integrals
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (5)
Cites Work
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