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

Breton, 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 -