Berry-Ess\'een Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus

arxiv: 1009.1217 · v1 · pith:E4L5HCYGnew · submitted 2010-09-07 · 🧮 math.PR

Solesne Bourguin (SAMM) , Ciprian Tudor (LPP) This is my paper

classification 🧮 math.PR

keywords averagesberry-essboundslongmemorymethodmovingstein

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Using the Stein method on Wiener chaos introduced by Nourdin and Peccati we prove Berry-Ess\'een bounds for long memory moving averages.

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