Rate of Convergence for the Weighted Hermite Variations of the Fractional Brownian Motion

被引：0

作者：

Nicholas Ma

David Nualart

机构：

[1] The University of Kansas,Department of Mathematics

来源：

Journal of Theoretical Probability | 2020年 / 33卷

关键词：

Weighted Hermite variations; Malliavin calculus; Fractional Brownian motion; 60F05; 60H07; 60G22;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we obtain a rate of convergence in the central limit theorem for high order weighted Hermite variations of the fractional Brownian motion. The proof is based on the techniques of Malliavin calculus and the quantitative stable limit theorems proved by Nourdin et al. (Ann Probab 44:1–41, 2016).

引用

页码：1919 / 1947

页数：28

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