Malliavin Calculus and Self Normalized Sums

DOI10.1007/978-3-319-00321-4_13zbMath1286.60021arXiv1107.0410MaRDI QIDQ2865113

Ciprian A. Tudor, Solesne Bourguin

Publication date: 28 November 2013

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0410

zbMATH Keywords

chaos expansion; Berry-Esséen bound; self-normalized sum

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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Exact bounds on the closeness between the Student and standard normal distributions

Cites Work

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