Abstract
Let be the sub-bifractional Brownian motion(sbBm) of dimension 1, with indices and By using the Malliavin calculus and the Stein’s method, we mainly obtain Berry-Esséen bounds and prove the almost sure central limit theorem (ASCLT) for the quadratic variation of the sub-bifractional Brownian motion.
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More From: Communications in Statistics - Simulation and Computation
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