Rate of convergence for the weighted Hermite variations of the fractional Brownian motion

Published 6 Nov 2018 in math.PR | (1811.02610v2)

Abstract: In this paper we obtain a rate of convergence in the central limit theorem for high order weighted Hermite variations of the fractional Brownian motion. The proof is based on the techniques of Malliavin calculus and the quantitative stable limit theorems proved by Nourdin, Nualart and Peccati in 2016.

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