Berry-Esséen Bounds for Long Memory Moving ...
Document type :
Compte-rendu et recension critique d'ouvrage
Title :
Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
Author(s) :
Bourguin, Solesne [Auteur]
Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) [SAMM]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) [SAMM]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Journal title :
Stochastic Analysis and Applications
Pages :
881-905
Publisher :
Taylor & Francis: STM, Behavioural Science and Public Health Titles
Publication date :
2011
ISSN :
0736-2994
HAL domain(s) :
Mathématiques [math]/Probabilités [math.PR]
English abstract : [en]
Using the Stein method on Wiener chaos introduced by Nourdin and Peccati we prove Berry-Esséen bounds for long memory moving averages.Using the Stein method on Wiener chaos introduced by Nourdin and Peccati we prove Berry-Esséen bounds for long memory moving averages.Show less >
Language :
Anglais
Popular science :
Non
Comment :
To appear in "Stochastic Analysis and Applications"
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