Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4618714 | Journal of Mathematical Analysis and Applications | 2011 | 10 Pages |
Abstract
In this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove the almost sure CLT for the quadratic variation of the sub-fractional Brownian motion. We use recent results on the Stein method combined with the Malliavin calculus and an almost sure CLT for multiple integrals.
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