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- W3163891083 abstract "This paper provides estimates for the convergence rate of the total variation distance in the framework of the Breuer–Major theorem, assuming some smoothness properties of the underlying function. The results are proved by applying new bounds for the total variation distance between a random variable expressed as a divergence and a standard Gaussian random variable, which are derived by a combination of techniques of Malliavin calculus and Stein’s method. The representation of a functional of a Gaussian sequence as a divergence is established by introducing a shift operator on the expansion in Hermite polynomials. Some applications to the asymptotic behavior of power variations of the fractional Brownian motions and to the estimation of the Hurst parameter using power variations are presented." @default.
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- W3163891083 date "2021-05-01" @default.
- W3163891083 modified "2023-09-23" @default.
- W3163891083 title "Total variation estimates in the Breuer–Major theorem" @default.
- W3163891083 doi "https://doi.org/10.1214/20-aihp1094" @default.
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