Malliavin Calculus and Self Normalized Sums

DOI10.1007/978-3-319-00321-4_13zbMath1286.60021arXiv1107.0410OpenAlexW1510528428MaRDI QIDQ2865113

Ciprian A. Tudor, Solesne Bourguin

Publication date: 28 November 2013

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0410

zbMATH Keywords

chaos expansionBerry-Esséen boundself-normalized sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Exact bounds on the closeness between the Student and standard normal distributions

Cites Work

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• Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Self-Normalized Processes
• Stein's method meets Malliavin calculus: a short survey with new estimates

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