A Berry-Esséen bound for H-variation of a Gaussian process

DOI10.1007/S10986-016-9306-3zbMATH Open1337.60022OpenAlexW2320849575MaRDI QIDQ282135FDOQ282135

Authors: Raimondas Malukas 

Publication date: 12 May 2016

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-016-9306-3

Recommendations

• Moment bounds and central limit theorem for functions of Gaussian vectors
• Total variation bounds for Gaussian functionals
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Publication:4734557
• Stein's method on Wiener chaos

zbMATH Keywords

Gaussian processesfunctional central limit theorem\(H\)-variationbifractional Gaussian processlocally stationary incrementssubfractional Gaussian processBerry-Esséen bound

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05)

Cites Work

• The Malliavin Calculus and Related Topics
• Title not available (Why is that?)
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion
• Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
• Title not available (Why is that?)
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
• Stein's method on Wiener chaos
• Power variation for Gaussian processes with stationary increments
• Power variation of some integral fractional processes
• Sub-fractional Brownian motion and its relation to occupation times
• Weighted power variation of integrals with respect to a Gaussian process
• Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
• A complement to Gladyshev's theorem
• A central limit theorem for a weighted power variation of a Gaussian process
• Quantitative Breuer-Major theorems
• Le Mouvement Brownien Plan
• Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)

This page was built for publication: A Berry-Esséen bound for \(H\)-variation of a Gaussian process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q282135)