The properties of fractional Gaussian Process and their Applications
Y Chen, Y Li - arXiv preprint arXiv:2309.10415, 2023 - arxiv.org
The process $(G_t) _ {t\in [0, T]} $ is referred to as a fractional Gaussian process if the first-
order partial derivative of the difference between its covariance function and that of the …
order partial derivative of the difference between its covariance function and that of the …
New Kolmogorov bounds in the CLT for random ratios and applications
K Es-Sebaiy, F Alazemi - Chaos, Solitons & Fractals, 2024 - Elsevier
We develop techniques for determining an explicit Berry–Esseen bound in the Kolmogorov
distance for the normal approximation of a ratio of Gaussian functionals. We provide an …
distance for the normal approximation of a ratio of Gaussian functionals. We provide an …