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Rate of Convergence for the Weighted Hermite Variations of the Fractional Brownian Motion
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2019-09-10 , DOI: 10.1007/s10959-019-00940-x
Nicholas Ma , David Nualart

In this paper we obtain a rate of convergence in the central limit theorem for high order weighted Hermite variations of the fractional Brownian motion. The proof is based on the techniques of Malliavin calculus and the quantitative stable limit theorems proved by Nourdin, Nualart and Peccati in 2016.

中文翻译:

分数布朗运动的加权厄米变分的收敛率

在本文中,我们获得了分数布朗运动的高阶加权 Hermite 变体的中心极限定理的收敛速度。证明是基于 Malliavin 微积分的技术和 Nourdin、Nualart 和 Peccati 在 2016 年证明的定量稳定极限定理。
更新日期:2019-09-10
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