# Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.

Breton, Jean-Christophe; Nourdin, Ivan

Electronic Communications in Probability [electronic only] (2008)

- Volume: 13, page 482-493
- ISSN: 1083-589X

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topBreton, Jean-Christophe, and Nourdin, Ivan. "Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.." Electronic Communications in Probability [electronic only] 13 (2008): 482-493. <http://eudml.org/doc/231293>.

@article{Breton2008,

author = {Breton, Jean-Christophe, Nourdin, Ivan},

journal = {Electronic Communications in Probability [electronic only]},

keywords = {total variation distance; non-central limit theorem; fractional Brownian motion; Hermite power variation; multiple stochastic integrals; Hermite random variable},

language = {eng},

pages = {482-493},

publisher = {University of Washington},

title = {Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.},

url = {http://eudml.org/doc/231293},

volume = {13},

year = {2008},

}

TY - JOUR

AU - Breton, Jean-Christophe

AU - Nourdin, Ivan

TI - Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.

JO - Electronic Communications in Probability [electronic only]

PY - 2008

PB - University of Washington

VL - 13

SP - 482

EP - 493

LA - eng

KW - total variation distance; non-central limit theorem; fractional Brownian motion; Hermite power variation; multiple stochastic integrals; Hermite random variable

UR - http://eudml.org/doc/231293

ER -

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