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Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
limit theorems long memory moving average multiple stochastic integrals Malliavin calculus weak convergence
2010/12/1
Using the Stein method on Wiener chaos introduced in [10] we prove Berry-Ess´een bounds for long memory moving averages.
On Quadrature Rules, Inequalities and Error Bounds
Approximate integration Quadrature rules Convex functions of higher order
2010/1/22
The order structure of the set of six operators connected with quadrature rules is established in the class of 5-convex functions. An error bound of the Lobatto quadrature rule with five knots is g...
