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Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
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Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (2016)Berry–Esseen bounds and almost sure CLT f…Lectures on Gaussian Approximations with Malliavin Calculus (2013)Lectures on Gaussian Approxim…An extension of bifractional Brownian motion (2011)An extension of bifractional …Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (2010)Berry–Esséen bounds and almos…Stein’s method on Wiener chaos (2008)Stein’s method on Wiener chaosError bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion (2008)Error bounds on the non-norma…A decomposition of the bifractional Brownian motion and some applications (2008)A decomposition of the bifrac…MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS (2007)MULTIDIMENSIONAL BIFRACTIONAL…The Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…On bifractional Brownian motion (2005)On bifractional Brownian moti…Convergence of integrated processes of arbitrary Hermite rank (1979)Convergence of integrated pro…The Malliavin Calculus and Related Topics (1995)Central limit theorems for sequences of multiple stochastic integrals (2005)Berry-Esseen bounds in the Breuer-Major CLT and Gebelein’s inequality (2019)Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data (2019)Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (2022)Arbitrage with Fractional Brownian Motion (1997)Stochastic Analysis of the Fractional Brownian Motion (1999)Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/4 (2009)Bounds for expected maxima of Gaussian processes and their discrete approximations (2015)Stochastic Analysis (1997)Density Formula and Concentration Inequalities with Malliavin Calculus (2009)Multivariate normal approximation using Stein’s method and Malliavin calculus (2010)Stein’s method and Normal approximation of Poisson functionals (2010)Multiple Wiener Integral (1951)Fractional Brownian Motions, Fractional Noises and Applications (1968)Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Modelling Nonlinear Economic Time Series (2010)Continuous Martingales and Brownian Motion (1999)Some properties of the sub-fractional Brownian motion (2006)Sample path properties of bifractional Brownian motion (2007)Stochastic Calculus with Respect to Gaussian Processes (2001)Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (2012)Bifractional Brownian motion: existence and border cases (2015)Small-Time Asymptotics for Gaussian Self-Similar Stochastic Volatility Models (2018)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)An Approximation of Subfractional Brownian Motion (2014)Variations and estimators for the selfsimilarity order through Malliavin calculus (2007)Regularization and integral representations of Hermite processes (2010)
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References

  • 2006The Malliavin Calculus and Related Topics2,548 cited
  • 1979Convergence of integrated processes of arbitrary Hermite rank566 cited
  • 2008Stein’s method on Wiener chaos415 cited
  • 2005On bifractional Brownian motion143 cited
  • 2008A decomposition of the bifractional Brownian motion and some applications119 cited
  • 2008Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion72 cited
  • 2011An extension of bifractional Brownian motion36 cited
  • 2007MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS33 cited
  • 2013Lectures on Gaussian Approximations with Malliavin Calculus31 cited
  • 2010Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion23 cited

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