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Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
11 references·2 citing·26 second hop
Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (2010)Berry–Esséen bounds and almost sure CLT f…Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimates (2010)Stein's Method Meets Malliavi…Stein’s method on Wiener chaos (2008)Stein’s method on Wiener chaosOn the Wiener integral with respect to a sub-fractional Brownian motion on an interval (2008)On the Wiener integral with r…Inner product spaces of integrands associated to subfractional Brownian motion (2008)Inner product spaces of integ…Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion (2008)Error bounds on the non-norma…Central limit theorems for multiple stochastic integrals and Malliavin calculus (2007)Central limit theorems for mu…The Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…Some properties of the sub-fractional Brownian motion (2006)Some properties of the sub-fr…Central limit theorems for sequences of multiple stochastic integrals (2005)Central limit theorems for se…Gaussian Limits for Vector-valued Multiple Stochastic Integrals (2004)Gaussian Limits for Vector-va…A series expansion of fractional Brownian motion (2004)A series expansion of fractio…Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (2016)Berry–Esseen bounds and almos…An Approximation of Subfractional Brownian Motion (2014)An Approximation of Subfracti…THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)Central Limit Theorems and Quadratic Variations in Terms of Spectral Density (2011)Stein’s method for invariant measures of diffusions via Malliavin calculus (2012)Lectures on Gaussian Approximations with Malliavin Calculus (2013)The Malliavin Calculus and Related Topics (1995)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)Fractional Brownian Motions, Fractional Noises and Applications (1968)Integration with respect to fractal functions and stochastic calculus. I (1998)Mixed Fractional Brownian Motion (2001)On the collision local time of sub-fractional Brownian motions (2009)Parametric estimation for sub-fractional Ornstein–Uhlenbeck process (2012)Multiple Wiener Integral (1951)Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Itô's formula for a sub-fractional Brownian motion (2011)Convergence of integrated processes of arbitrary Hermite rank (1979)Variations and estimators for the selfsimilarity order through Malliavin calculus (2007)Regularization and integral representations of Hermite processes (2010)Continuous Martingales and Brownian Motion (1999)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)The stochastic wave equation with fractional noise: A random field approach (2010)
this work references cited by second hop

References

  • 2006The Malliavin Calculus and Related Topics2,548 cited
  • 2005Central limit theorems for sequences of multiple stochastic integrals442 cited
  • 2008Stein’s method on Wiener chaos415 cited
  • 2004Gaussian Limits for Vector-valued Multiple Stochastic Integrals249 cited
  • 2007Central limit theorems for multiple stochastic integrals and Malliavin calculus221 cited
  • 2004A series expansion of fractional Brownian motion159 cited
  • 2006Some properties of the sub-fractional Brownian motion128 cited
  • 2008On the Wiener integral with respect to a sub-fractional Brownian motion on an interval72 cited
  • 2008Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion72 cited
  • 2010Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimates55 cited
  • 2008Inner product spaces of integrands associated to subfractional Brownian motion43 cited

Cited by

  • 2014An Approximation of Subfractional Brownian Motion17 cited
  • 2016Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion15 cited

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