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arXiv · 1009.1217

Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus

Solesne Bourguin·Ciprian Tudor
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Abstract

Using the Stein method on Wiener chaos introduced by Nourdin and Peccati we prove Berry-Esséen bounds for long memory moving averages.

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Solesne Bourguin, Ciprian Tudor. 2010-09-07. Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus. https://arxiv.org/abs/1009.1217

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