Pages that link to "Item:Q1038906"

The following pages link to Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion (Q1038906):

Displaying 33 items.

• Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476) (← links)
• A strong convergence to the Rosenblatt process (Q412475) (← links)
• On the rate of convergence to Rosenblatt-type distribution (Q486544) (← links)
• The universality of homogeneous polynomial forms and critical limits (Q501838) (← links)
• A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion (Q502747) (← links)
• Quantitative Breuer-Major theorems (Q544489) (← links)
• Regularization and integral representations of Hermite processes (Q613203) (← links)
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (Q615932) (← links)
• Stein's method on Wiener chaos (Q839413) (← links)
• Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
• Almost sure central limit theorems on the Wiener space (Q988674) (← links)
• Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
• Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985) (← links)
• Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
• Behavior of the Hermite sheet with respect to the Hurst index (Q2000160) (← links)
• Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053) (← links)
• Asymptotic behavior of large Gaussian correlated Wishart matrices (Q2099996) (← links)
• Continuous Breuer-Major theorem: tightness and nonstationarity (Q2184814) (← links)
• Discretizing the fractional Lévy area (Q2267547) (← links)
• Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
• On rate of convergence in non-central limit theorems (Q2325346) (← links)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
• The total variation distance between two double Wiener-Itô integrals (Q2435728) (← links)
• Almost sure limit theorems on Wiener chaos: the non-central case (Q2631803) (← links)
• HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET (Q2905264) (← links)
• Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (Q3094226) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• <i>p^th</i> Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses (Q5086531) (← links)
• Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence (Q5086899) (← links)
• Normal Approximation on a Finite Wiener Chaos (Q5374168) (← links)
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion (Q5867462) (← links)
• Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem (Q5963426) (← links)