Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion

DOI10.1016/j.jmaa.2010.10.002zbMath1205.60066MaRDI QIDQ615932

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

zbMATH Keywords

fractional Brownian motion; Malliavin calculus; Kolmogorov distance; almost sure central limit theorem; quadratic variation; Stein method; sub-fractional Brownian motion

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

60F15: Strong limit theorems

60H07: Stochastic calculus of variations and the Malliavin calculus

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