Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525775 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
Using an approach recently developed by Nourdin and Poly (2013), we improve the rate in an inequality for the total variation distance between two double Wiener-Itô integrals originally due to Davydov and Martynova (1987). An application to the rate of convergence of a functional of a correlated two-dimensional fractional Brownian motion towards the Rosenblatt random variable is then given, following a previous study by Maejima and Tudor (2012).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rola Zintout,