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

zbMATH Keywords

Malliavin calculusKolmogorov distancealmost sure central limit theoremquadratic variationWiener chaosBerry-Esseen boundsbifractional Brownian motionmultiple stochastic integrals

Mathematics Subject Classification ID

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)

A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ A central limit theorem for a weighted power variation of a Gaussian process ⋮ A note on parameter estimation for discretely sampled SPDEs ⋮ Some properties of bifractional Bessel processes driven by bifractional Brownian motion ⋮ Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion

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