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

DOI10.1016/j.jmaa.2010.10.002zbMath1205.60066OpenAlexW1968687856MaRDI 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 motionMalliavin calculusKolmogorov distancealmost sure central limit theoremquadratic variationStein methodsub-fractional Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (14)

Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors ⋮ A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ A central limit theorem for a weighted power variation of a Gaussian process ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables ⋮ A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion ⋮ Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior ⋮ An Approximation of Subfractional Brownian Motion ⋮ Least squares estimator for \(\alpha\)-sub-fractional bridges ⋮ Stochastic delay evolution equations driven by sub-fractional Brownian motion ⋮ Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus ⋮ Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion ⋮ Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion ⋮ Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation

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