The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds
DOI10.1016/J.JKSS.2010.10.002zbMATH Open1296.60061OpenAlexW2016858881MaRDI QIDQ458122FDOQ458122
Authors: Hyun Suk Park, Jong Woo Jeon, Yoon Tae Kim 
Publication date: 30 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2010.10.002
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Malliavin calculusBerry-Esseen boundcentral limit theoremmultiple stochastic integralcross-variationstandard Brownian sheet
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Brownian motion (60J65)
Cites Work
- The Malliavin Calculus and Related Topics
- Central limit theorems for sequences of multiple stochastic integrals
- Stein's method on Wiener chaos
- Title not available (Why is that?)
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets
- Title not available (Why is that?)
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- Estimation of quadratic variation for two-parameter diffusions
- Une formule d'Itô pour les martingales continues à deux indices et quelques applications
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