Berry-Ess\'een Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
Probability
2014-09-05 v1
Abstract
Using the Stein method on Wiener chaos introduced by Nourdin and Peccati we prove Berry-Ess\'een bounds for long memory moving averages.
Keywords
Cite
@article{arxiv.1009.1217,
title = {Berry-Ess\'een Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus},
author = {Solesne Bourguin and Ciprian Tudor},
journal= {arXiv preprint arXiv:1009.1217},
year = {2014}
}