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

DOI10.1007/S10986-016-9306-3MaRDI QIDQ282135zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 2096694 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A central limit theorem for a weighted power variation of a Gaussian process
• A complement to Gladyshev's theorem
• 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
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
• 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)
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Le Mouvement Brownien Plan
• Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
• Power variation for Gaussian processes with stationary increments
• Power variation of some integral fractional processes
• Quantitative Breuer-Major theorems
• Stein's method on Wiener chaos
• Sub-fractional Brownian motion and its relation to occupation times
• The Malliavin Calculus and Related Topics
• Weighted power variation of integrals with respect to a Gaussian process

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