Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
DOI10.1016/J.JMAA.2010.10.002zbMATH Open1205.60066OpenAlexW1968687856MaRDI QIDQ615932FDOQ615932
Authors: Constantin Tudor 
Publication date: 7 January 2011
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.002
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Malliavin calculusfractional Brownian motionalmost sure central limit theoremKolmogorov distancequadratic variationStein methodsub-fractional Brownian motion
Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15)
Cites Work
- The Malliavin Calculus and Related Topics
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Central limit theorems for sequences of multiple stochastic integrals
- Stein's method on Wiener chaos
- Almost sure central limit theorems on the Wiener space
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Title not available (Why is that?)
- Sub-fractional Brownian motion and its relation to occupation times
- Stein's method meets Malliavin calculus: a short survey with new estimates
- Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
- A series expansion of fractional Brownian motion
- Some properties of the sub-fractional Brownian motion
- Fractional Brownian density process and its self-intersection local time of order \(k\)
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- Inner product spaces of integrands associated to subfractional Brownian motion
- On almost sure limit theorems
Cited In (18)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
- Least squares estimator for \(\alpha\)-sub-fractional bridges
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process
- Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior
- A central limit theorem for a weighted power variation of a Gaussian process
- A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion
- Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
- The Berry-Esseen bound for \(\rho\)-mixing random variables and its applications in nonparametric regression model
- Stochastic delay evolution equations driven by sub-fractional Brownian motion
- A Berry-Esséen bound for \(H\)-variation of a Gaussian process
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds
- Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion
- An approximation of subfractional Brownian motion
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
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