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

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

2010-09-07

arxiv.org/abs/1009.1217v1

Stochastic Analysis and Applications 29, 5 (2011) 881-905

Mathematics

Probability

Scientific paper

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

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