The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds

DOI10.1016/J.JKSS.2010.10.002MaRDI QIDQ458122zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Malliavin calculusBerry-Esseen boundcentral limit theoremmultiple stochastic integralcross-variationstandard Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Brownian motion (60J65)

Recommendations

• 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
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
• Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets

Cites work

• scientific article; zbMATH DE number 50805 (Why is no real title available?)
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets
• Estimation of quadratic variation for two-parameter diffusions
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Stein's method on Wiener chaos
• The Malliavin Calculus and Related Topics
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications

This page was built for publication: The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q458122)