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]

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"

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL