Error bounds on the non-normal approximation of hermite power variations of fractional brownian motion

Electronic Communications in Probability

Volumn 13, Issue , 2008, Pages 482-493

  Breton, Jean Christophe ^a   Nourdin, Ivan ^b  

^a UNIVERSITÉ DE LA ROCHELLE   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Fractional Brownian motion; Hermite power variation; Hermite random variable; Multiple stochastic integrals; Non central limit theorem; Total variation distance

Indexed keywords

EID: 53349168623     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v13-1415     Document Type: Article

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