The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds

DOI10.1016/j.jkss.2010.10.002zbMath1296.60061OpenAlexW2016858881MaRDI QIDQ458122

Jong Woo Jeon, Hyun Suk Park, Yoon Tae Kim

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2010.10.002

zbMATH Keywords

Malliavin calculuscentral limit theoremmultiple stochastic integralBerry-Esseen boundcross-variationstandard Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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