Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus

DOI10.1080/07362994.2011.598799zbMath1236.60022arXiv1009.1217MaRDI QIDQ3094226

Ciprian A. Tudor, Solesne Bourguin

Publication date: 21 October 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1217

zbMATH Keywords

weak convergence; Malliavin calculus; long memory; limit theorems; moving average; multiple stochastic integrals

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

60F05: Central limit and other weak theorems

60H05: Stochastic integrals

Related Items

Malliavin Calculus and Self Normalized Sums

Cites Work

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