A Berry-Esséen bound for \(H\)-variation of a Gaussian process
DOI10.1007/s10986-016-9306-3zbMath1337.60022OpenAlexW2320849575MaRDI QIDQ282135
Publication date: 12 May 2016
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9306-3
functional central limit theoremGaussian processes\(H\)-variationBerry-Esséen boundbifractional Gaussian processlocally stationary incrementssubfractional Gaussian process
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)
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